+4.6%
ALAB vs CRL
+99.7%
-95.1%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +13.7% | +4.7% | +9.0% | +11.6% |
| 7D | -5.6% | +4.4% | -9.9% | -7.3% |
| 30D | -36.6% | +17.1% | -53.7% | -38.1% |
| 3M | -35.1% | +32.1% | -67.2% | -37.4% |
| All | +4.6% | +99.7% | -95.1% | -7.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling