+53.5%
ALAB vs CSGP
-54.8%
+108.4%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +2.9% | -5.5% | -1.1% |
| 7D | +16.3% | +1.3% | +15.0% | +17.1% |
| 30D | -26.1% | +2.8% | -28.9% | -23.2% |
| 3M | -31.3% | -6.3% | -25.0% | -30.4% |
| 6M | -1.0% | -3.2% | +2.2% | +6.7% |
| YTD | +33.3% | -54.0% | +87.3% | +39.6% |
| 1Y | +53.5% | -54.8% | +108.4% | +59.1% |
| All | +53.5% | -54.8% | +108.4% | +59.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CSGP wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling