-10.0%
CRM vs ALAB
+23.1%
-33.1%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -4.4% | +6.6% | +1.9% |
| 7D | -6.2% | -24.9% | +18.7% | -7.9% |
| 30D | -1.2% | -38.4% | +37.2% | -4.0% |
| 3M | +19.1% | -38.3% | +57.4% | +16.2% |
| 6M | +23.0% | +10.9% | +12.0% | +19.4% |
| YTD | -13.7% | +34.2% | -47.9% | -16.6% |
| 1Y | -10.0% | +24.5% | -34.5% | -13.2% |
| All | -10.0% | +23.1% | -33.1% | -13.2% |
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 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