+24.5%
ALAB vs CME
+19.8%
+4.7%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.4% | -5.8% | -3.3% |
| 7D | -24.9% | +4.8% | -29.7% | -21.6% |
| 30D | -38.4% | +14.2% | -52.5% | -31.4% |
| 3M | -38.3% | +17.9% | -56.2% | -29.7% |
| 6M | +10.9% | +7.2% | +3.7% | +28.6% |
| YTD | +34.2% | +16.7% | +17.5% | +59.5% |
| 1Y | +24.5% | +19.6% | +5.0% | +47.2% |
| All | +24.5% | +19.8% | +4.7% | +47.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CME.
Daily Out/Under-Performance
Portfolio return minus CME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CME 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 1y: compounded portfolio wealth divided by compounded CME 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…
1y analysis · Full analysis span regression · 6 months rolling