+207.4%
ALAB vs CLS
+379.9%
-172.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +0.5% | +5.8% | +5.9% |
| 7D | -26.3% | -22.2% | -4.1% | -11.8% |
| 30D | -50.1% | -44.4% | -5.7% | -25.2% |
| 3M | -42.5% | -34.3% | -8.2% | -23.5% |
| 6M | -10.8% | -50.1% | +39.2% | +38.1% |
| YTD | +14.6% | -30.1% | +44.7% | +38.2% |
| 1Y | +17.1% | -39.3% | +56.5% | +53.1% |
| All | +207.4% | +379.9% | -172.4% | +2.8% |
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 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