+384.5%
ALAB vs CRS
+575.9%
-191.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | 0.0% | +4.1% | +4.1% |
| 7D | +9.6% | -0.5% | +10.2% | +10.2% |
| 30D | -5.3% | -18.1% | +12.8% | +5.8% |
| 3M | -12.0% | -12.4% | +0.4% | -3.9% |
| 6M | +145.7% | +15.9% | +129.8% | +131.5% |
| YTD | +80.7% | +45.8% | +34.8% | +50.7% |
| 1Y | +40.1% | +87.8% | -47.6% | +1.5% |
| All | +384.5% | +575.9% | -191.4% | +239.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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