+400.4%
ALAB vs CRL
+8.3%
+392.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | -1.7% | +11.4% | +10.3% |
| 7D | +7.2% | -1.0% | +8.3% | +7.5% |
| 30D | -2.5% | +10.7% | -13.2% | -5.7% |
| 3M | -13.3% | +55.3% | -68.6% | -25.8% |
| 6M | +172.8% | +60.7% | +112.2% | +128.2% |
| YTD | +86.6% | +44.6% | +42.0% | +60.9% |
| 1Y | +65.2% | +77.7% | -12.6% | +33.4% |
| All | +400.4% | +8.3% | +392.1% | +267.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling