+24.5%
ALAB vs CMI
+10.9%
+13.6%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.8% | +1.3% | +1.5% |
| 7D | -24.9% | -11.2% | -13.7% | -14.9% |
| 30D | -38.4% | -9.8% | -28.5% | -31.0% |
| 3M | -38.3% | -25.5% | -12.7% | -16.5% |
| 6M | +10.9% | -27.7% | +38.6% | +57.4% |
| YTD | +34.2% | -6.6% | +40.8% | +55.9% |
| 1Y | +24.5% | +11.7% | +12.9% | +42.2% |
| All | +24.5% | +10.9% | +13.6% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CMI.
Daily Out/Under-Performance
Portfolio return minus CMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMI 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 CMI 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