+44.4%
ALAB vs CRL
+97.0%
-52.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.8% | -1.1% |
| 7D | +26.9% | +8.9% | +18.0% | +22.1% |
| 30D | -30.0% | +14.0% | -44.0% | -32.7% |
| 3M | -28.5% | +19.8% | -48.4% | -32.7% |
| 6M | +11.4% | +102.0% | -90.6% | -19.0% |
| YTD | +36.9% | +70.8% | -33.9% | +2.1% |
| 1Y | +44.4% | +98.7% | -54.4% | -3.1% |
| All | +44.4% | +97.0% | -52.6% | -3.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling