+189.3%
ALAB vs CF
+45.8%
+143.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | +6.2% | -25.8% | -19.4% |
| 7D | -38.2% | +0.4% | -38.6% | -38.0% |
| 30D | -54.0% | +2.2% | -56.2% | -53.8% |
| 3M | -43.6% | +2.1% | -45.8% | -43.7% |
| 6M | -16.8% | -6.5% | -10.3% | -16.5% |
| YTD | +7.9% | +55.6% | -47.7% | -6.4% |
| 1Y | -1.4% | +42.3% | -43.7% | -12.3% |
| All | +189.3% | +45.8% | +143.5% | +137.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling