+189.3%
ALAB vs CL
+19.0%
+170.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -19.6% | -0.1% | -19.5% | -19.7% |
| 7D | -38.2% | +5.9% | -44.1% | -33.7% |
| 30D | -54.0% | +13.8% | -67.7% | -46.1% |
| 3M | -43.6% | +6.4% | -50.0% | -38.2% |
| 6M | -16.8% | +15.6% | -32.4% | +1.5% |
| YTD | +7.9% | +27.9% | -20.0% | +46.0% |
| 1Y | -1.4% | +31.4% | -32.8% | +37.6% |
| All | +189.3% | +19.0% | +170.3% | +258.0% |
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