+207.4%
ALAB vs CRL
+26.7%
+180.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +7.8% | -1.6% | +3.5% |
| 7D | -26.3% | -6.1% | -20.2% | -24.4% |
| 30D | -50.1% | +12.4% | -62.5% | -51.6% |
| 3M | -42.5% | +27.1% | -69.6% | -46.4% |
| 6M | -10.8% | +85.7% | -96.6% | -27.9% |
| YTD | +14.6% | +69.2% | -54.6% | -5.3% |
| 1Y | +17.1% | +97.5% | -80.4% | -7.5% |
| All | +207.4% | +26.7% | +180.7% | +116.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling