+400.4%
ALAB vs CLS
+625.2%
-224.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.8% | +8.9% | +9.2% |
| 7D | +7.2% | +4.6% | +2.7% | +3.7% |
| 30D | -2.5% | -13.9% | +11.4% | +5.3% |
| 3M | -13.3% | -26.6% | +13.3% | +4.4% |
| 6M | +172.8% | +15.4% | +157.4% | +133.5% |
| YTD | +86.6% | +5.7% | +80.9% | +68.4% |
| 1Y | +65.2% | +41.1% | +24.0% | +19.1% |
| All | +400.4% | +625.2% | -224.8% | +25.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling