+365.7%
ALAB vs CMI
+109.6%
+256.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | +0.1% | -7.1% | -7.1% |
| 7D | +3.2% | +1.9% | +1.3% | +1.1% |
| 30D | -13.6% | -12.5% | -1.0% | +1.0% |
| 3M | -16.6% | -16.2% | -0.4% | +3.2% |
| 6M | +142.3% | +4.9% | +137.5% | +132.0% |
| YTD | +73.6% | +11.1% | +62.5% | +51.4% |
| 1Y | +33.7% | +43.4% | -9.7% | -16.5% |
| All | +365.7% | +109.6% | +256.0% | +134.7% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling