+358.7%
ALAB vs CMI
+105.3%
+253.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.9% | -4.5% | -4.3% |
| 7D | +0.6% | +0.8% | -0.2% | -0.2% |
| 30D | -8.8% | -12.8% | +4.0% | +6.9% |
| 3M | -14.0% | -12.4% | -1.6% | +1.7% |
| 6M | +144.3% | -0.9% | +145.2% | +149.5% |
| YTD | +71.0% | +8.9% | +62.2% | +52.7% |
| 1Y | +23.5% | +37.7% | -14.2% | -19.0% |
| All | +358.7% | +105.3% | +253.4% | +136.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling