+249.6%
ALAB vs CMS
+29.9%
+219.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +0.5% | +13.2% | +14.3% |
| 7D | -5.6% | -0.9% | -4.7% | -6.5% |
| 30D | -36.6% | +7.1% | -43.7% | -31.2% |
| 3M | -35.1% | -1.3% | -33.8% | -35.5% |
| 6M | +8.5% | -2.7% | +11.2% | +7.4% |
| YTD | +30.4% | +2.6% | +27.7% | +37.0% |
| 1Y | +31.0% | -2.0% | +33.1% | +32.1% |
| All | +249.6% | +29.9% | +219.7% | +486.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling