+17.1%
ALAB vs CL
+29.1%
-12.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.4% | +3.3% |
| 7D | -26.3% | +1.3% | -27.6% | -24.4% |
| 30D | -50.1% | +11.4% | -61.5% | -41.4% |
| 3M | -42.5% | +4.4% | -46.9% | -37.3% |
| 6M | -10.8% | +10.8% | -21.6% | +7.0% |
| YTD | +14.6% | +25.1% | -10.5% | +56.4% |
| 1Y | +17.1% | +28.0% | -10.8% | +63.8% |
| All | +17.1% | +29.1% | -12.0% | +63.8% |
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