+7.1%
CRM vs ALAB
+73.5%
-66.4%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +9.8% | -11.7% | -1.6% |
| 7D | +1.3% | +7.2% | -6.0% | +1.6% |
| 30D | +34.3% | -2.5% | +36.9% | +34.2% |
| 3M | +37.7% | -13.3% | +51.0% | +37.2% |
| 6M | +34.9% | +172.8% | -137.9% | +27.4% |
| YTD | -1.6% | +86.6% | -88.2% | -5.2% |
| 1Y | +7.1% | +65.2% | -58.0% | +5.0% |
| All | +7.1% | +73.5% | -66.4% | +5.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling