+249.6%
ALAB vs CME
+55.2%
+194.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | -0.4% | +14.2% | +13.4% |
| 7D | -5.6% | -0.6% | -5.0% | -5.9% |
| 30D | -36.6% | +8.5% | -45.2% | -31.9% |
| 3M | -35.1% | +16.0% | -51.1% | -26.7% |
| 6M | +8.5% | +9.3% | -0.8% | +22.3% |
| YTD | +30.4% | +15.3% | +15.1% | +54.1% |
| 1Y | +31.0% | +14.4% | +16.6% | +53.9% |
| All | +249.6% | +55.2% | +194.4% | +395.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling