+365.7%
ALAB vs CLS
+666.1%
-300.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +5.6% | -12.6% | -10.6% |
| 7D | +3.2% | +12.8% | -9.6% | -5.5% |
| 30D | -13.6% | +3.8% | -17.4% | -16.7% |
| 3M | -16.6% | -14.6% | -2.0% | -9.7% |
| 6M | +142.3% | +32.2% | +110.1% | +89.0% |
| YTD | +73.6% | +11.6% | +62.0% | +50.5% |
| 1Y | +33.7% | +35.1% | -1.4% | -0.5% |
| All | +365.7% | +666.1% | -300.5% | +12.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CLS.
Daily Out/Under-Performance
Portfolio return minus CLS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLS 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 10y: compounded portfolio wealth divided by compounded CLS 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…
10y analysis · Full analysis span regression · 6 months rolling