+24.5%
ALAB vs CL
+33.4%
-8.9%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +3.3% | -7.7% | 0.0% |
| 7D | -24.9% | +7.7% | -32.6% | -16.3% |
| 30D | -38.4% | +15.2% | -53.6% | -24.4% |
| 3M | -38.3% | +7.3% | -45.6% | -30.2% |
| 6M | +10.9% | +17.0% | -6.1% | +41.1% |
| YTD | +34.2% | +28.0% | +6.2% | +89.1% |
| 1Y | +24.5% | +32.1% | -7.6% | +80.1% |
| All | +24.5% | +33.4% | -8.9% | +80.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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