+248.5%
ALAB vs CRS
+338.6%
-90.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.6% | +2.3% | +1.2% |
| 7D | -7.5% | +0.2% | -7.7% | -6.9% |
| 30D | -36.8% | -22.9% | -13.9% | -27.1% |
| 3M | -31.9% | -46.8% | +15.0% | -3.2% |
| 6M | +8.2% | -30.4% | +38.6% | +36.1% |
| YTD | +29.9% | -5.4% | +35.3% | +37.9% |
| 1Y | +24.4% | -9.0% | +33.4% | +34.5% |
| All | +248.5% | +338.6% | -90.1% | +210.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling