-35.8%
CBRS vs ALAB
+28.5%
-64.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.9% | +2.0% | -1.4% |
| 7D | +15.7% | +3.2% | +12.5% | +14.0% |
| 30D | -11.9% | -13.6% | +1.7% | -5.4% |
| 3M | -16.0% | -16.6% | +0.6% | -11.9% |
| All | -35.8% | +28.5% | -64.3% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALAB.
Daily Out/Under-Performance
Portfolio return minus ALAB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALAB 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 ALAB 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 · Available span rolling