+400.4%
ALAB vs CSGP
-67.5%
+467.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -2.4% | +12.2% | +9.7% |
| 7D | +7.2% | -4.1% | +11.3% | +7.2% |
| 30D | -2.5% | +2.3% | -4.8% | -2.6% |
| 3M | -13.3% | -8.2% | -5.1% | -11.7% |
| 6M | +172.8% | -35.1% | +207.9% | +208.3% |
| YTD | +86.6% | -54.0% | +140.6% | +134.4% |
| 1Y | +65.2% | -65.3% | +130.5% | +135.2% |
| All | +400.4% | -67.5% | +467.9% | +602.0% |
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