+207.4%
ALAB vs CL
+16.4%
+191.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -2.2% | +8.4% | +3.9% |
| 7D | -26.3% | +1.3% | -27.6% | -24.7% |
| 30D | -50.1% | +11.4% | -61.5% | -42.9% |
| 3M | -42.5% | +4.4% | -46.9% | -38.2% |
| 6M | -10.8% | +10.8% | -21.6% | +4.3% |
| YTD | +14.6% | +25.1% | -10.5% | +51.7% |
| 1Y | +17.1% | +28.0% | -10.8% | +59.0% |
| All | +207.4% | +16.4% | +191.0% | +271.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling