+65.2%
ALAB vs CF
+62.4%
+2.7%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -3.2% | +13.0% | +9.2% |
| 7D | +7.2% | +6.0% | +1.2% | +8.1% |
| 30D | -2.5% | +14.8% | -17.4% | -0.6% |
| 3M | -13.3% | +14.1% | -27.4% | -11.3% |
| 6M | +172.8% | +28.5% | +144.3% | +157.6% |
| YTD | +86.6% | +74.9% | +11.6% | +61.5% |
| 1Y | +65.2% | +61.7% | +3.5% | +52.3% |
| All | +65.2% | +62.4% | +2.7% | +52.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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