+267.2%
ALAB vs CLS
+489.8%
-222.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +4.6% | -5.9% | -4.5% |
| 7D | +26.9% | +23.5% | +3.4% | +10.0% |
| 30D | -30.0% | -28.9% | -1.1% | -11.3% |
| 3M | -28.5% | -25.2% | -3.4% | -12.9% |
| 6M | +11.4% | -32.1% | +43.5% | +39.9% |
| YTD | +36.9% | -14.1% | +51.0% | +43.5% |
| 1Y | +44.4% | -24.1% | +68.4% | +62.4% |
| All | +267.2% | +489.8% | -222.6% | +6.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling