+207.4%
ALAB vs CF
+46.8%
+160.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.7% | +5.6% | +6.3% |
| 7D | -26.3% | -3.2% | -23.1% | -26.1% |
| 30D | -50.1% | +4.3% | -54.4% | -49.9% |
| 3M | -42.5% | +2.8% | -45.3% | -42.6% |
| 6M | -10.8% | +0.6% | -11.5% | -11.3% |
| YTD | +14.6% | +56.6% | -42.0% | -0.5% |
| 1Y | +17.1% | +49.6% | -32.5% | +2.8% |
| All | +207.4% | +46.8% | +160.6% | +151.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling