+53.5%
ALAB vs CP
+31.6%
+22.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.5% | -2.1% | -2.7% |
| 7D | +16.3% | +2.1% | +14.2% | +16.7% |
| 30D | -26.1% | +9.3% | -35.4% | -24.7% |
| 3M | -31.3% | +0.5% | -31.7% | -30.4% |
| 6M | -1.0% | +10.4% | -11.4% | -0.6% |
| YTD | +33.3% | +28.7% | +4.6% | +36.1% |
| 1Y | +53.5% | +33.2% | +20.4% | +48.6% |
| All | +53.5% | +31.6% | +22.0% | +48.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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