+365.7%
ALAB vs CRL
+5.4%
+360.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.9% | -2.7% | -4.3% | -6.1% |
| 7D | +3.2% | -0.6% | +3.8% | +3.3% |
| 30D | -13.6% | +5.0% | -18.5% | -15.0% |
| 3M | -16.6% | +50.6% | -67.2% | -28.0% |
| 6M | +142.3% | +60.9% | +81.4% | +102.5% |
| YTD | +73.6% | +40.7% | +32.9% | +51.1% |
| 1Y | +33.7% | +73.3% | -39.6% | +8.9% |
| All | +365.7% | +5.4% | +360.2% | +245.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling