+248.5%
ALAB vs CSGP
-68.1%
+316.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.9% | +2.6% | -0.7% |
| 7D | -7.5% | -3.2% | -4.3% | -7.8% |
| 30D | -36.8% | +2.2% | -39.1% | -36.5% |
| 3M | -31.9% | -3.7% | -28.2% | -31.5% |
| 6M | +8.2% | -7.4% | +15.6% | +9.8% |
| YTD | +29.9% | -54.9% | +84.8% | +64.2% |
| 1Y | +24.4% | -54.9% | +79.3% | +56.5% |
| All | +248.5% | -68.1% | +316.6% | +391.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling