+400.4%
ALAB vs CMS
+26.8%
+373.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -0.2% | +9.9% | +9.6% |
| 7D | +7.2% | +0.4% | +6.9% | +7.6% |
| 30D | -2.5% | -3.6% | +1.1% | -6.4% |
| 3M | -13.3% | -1.9% | -11.4% | -14.5% |
| 6M | +172.8% | -11.0% | +183.8% | +145.7% |
| YTD | +86.6% | +0.2% | +86.4% | +89.4% |
| 1Y | +65.2% | -1.3% | +66.5% | +67.0% |
| All | +400.4% | +26.8% | +373.6% | +710.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling