+10.9%
ALAB vs CSGP
-8.9%
+19.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +4.0% | -8.5% | -0.6% |
| 7D | -24.9% | +18.3% | -43.2% | -10.7% |
| 30D | -38.4% | +17.8% | -56.2% | -23.6% |
| 3M | -38.3% | +9.3% | -47.5% | -27.3% |
| 6M | +10.9% | -7.9% | +18.9% | +19.4% |
| All | +10.9% | -8.9% | +19.9% | +19.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling