+400.4%
ALAB vs CRS
+600.8%
-200.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.8% | +1.7% | +8.1% | +8.8% |
| 7D | +7.2% | -0.2% | +7.5% | +7.5% |
| 30D | -2.5% | -16.6% | +14.1% | +7.6% |
| 3M | -13.3% | -3.5% | -9.8% | -10.0% |
| 6M | +172.8% | +15.4% | +157.4% | +156.4% |
| YTD | +86.6% | +51.2% | +35.4% | +52.4% |
| 1Y | +65.2% | +98.3% | -33.1% | +16.1% |
| All | +400.4% | +600.8% | -200.3% | +243.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling