-10.8%
ALAB vs CP
+9.7%
-20.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | -1.7% | +8.0% | +4.7% |
| 7D | -26.3% | +2.8% | -29.1% | -24.1% |
| 30D | -50.1% | +10.2% | -60.3% | -45.6% |
| 3M | -42.5% | +2.4% | -44.8% | -39.4% |
| 6M | -10.8% | +7.7% | -18.5% | -5.8% |
| All | -10.8% | +9.7% | -20.6% | -5.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling