+400.4%
ALAB vs CP
+6.0%
+394.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +0.3% | +9.4% | +9.6% |
| 7D | +7.2% | -2.7% | +9.9% | +8.6% |
| 30D | -2.5% | +0.2% | -2.7% | -2.6% |
| 3M | -13.3% | +2.6% | -15.9% | -15.4% |
| 6M | +172.8% | +6.0% | +166.9% | +159.3% |
| YTD | +86.6% | +24.9% | +61.6% | +58.7% |
| 1Y | +65.2% | +20.1% | +45.0% | +44.1% |
| All | +400.4% | +6.0% | +394.4% | +253.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling