+65.2%
ALAB vs CMI
+45.0%
+20.2%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +2.8% | +7.0% | +7.0% |
| 7D | +7.2% | -0.7% | +8.0% | +8.2% |
| 30D | -2.5% | -13.4% | +10.9% | +12.5% |
| 3M | -13.3% | -17.0% | +3.7% | +5.3% |
| 6M | +172.8% | -1.6% | +174.5% | +184.8% |
| YTD | +86.6% | +11.0% | +75.6% | +76.8% |
| 1Y | +65.2% | +41.9% | +23.2% | +34.2% |
| All | +65.2% | +45.0% | +20.2% | +34.2% |
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