+53.5%
ALAB vs CMS
-2.7%
+56.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.7% | -4.3% | -0.6% |
| 7D | +16.3% | +1.7% | +14.6% | +18.8% |
| 30D | -26.1% | +6.2% | -32.3% | -19.9% |
| 3M | -31.3% | +0.6% | -31.9% | -30.1% |
| 6M | -1.0% | -1.8% | +0.8% | -2.7% |
| YTD | +33.3% | +3.8% | +29.5% | +40.6% |
| 1Y | +53.5% | -1.8% | +55.3% | +50.3% |
| All | +53.5% | -2.7% | +56.2% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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