+53.5%
ALAB vs CF
+50.1%
+3.5%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.1% | -2.8% | -2.6% |
| 7D | +16.3% | +4.8% | +11.5% | +18.0% |
| 30D | -26.1% | +4.7% | -30.8% | -24.2% |
| 3M | -31.3% | +7.4% | -38.7% | -29.1% |
| 6M | -1.0% | +0.6% | -1.6% | +2.1% |
| YTD | +33.3% | +64.1% | -30.8% | +26.6% |
| 1Y | +53.5% | +51.4% | +2.1% | +50.1% |
| All | +53.5% | +50.1% | +3.5% | +50.1% |
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