+189.3%
ALAB vs CSGP
-66.3%
+255.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -1.6% | -18.0% | -19.8% |
| 7D | -38.2% | +13.9% | -52.1% | -37.0% |
| 30D | -54.0% | +16.0% | -70.0% | -53.2% |
| 3M | -43.6% | +6.1% | -49.7% | -43.0% |
| 6M | -16.8% | -8.2% | -8.6% | -13.6% |
| YTD | +7.9% | -52.3% | +60.2% | +37.3% |
| 1Y | -1.4% | -54.5% | +53.1% | +28.0% |
| All | +189.3% | -66.3% | +255.6% | +311.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling