+65.2%
ALAB vs CL
+8.2%
+57.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.5% | +11.2% | +7.9% |
| 7D | +7.2% | -2.2% | +9.4% | +4.4% |
| 30D | -2.5% | -4.8% | +2.3% | -8.2% |
| 3M | -13.3% | +4.9% | -18.2% | -6.3% |
| 6M | +172.8% | -5.7% | +178.5% | +160.9% |
| YTD | +86.6% | +14.4% | +72.2% | +131.2% |
| 1Y | +65.2% | +8.7% | +56.4% | +106.6% |
| All | +65.2% | +8.2% | +57.0% | +106.6% |
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