-17.8%
CRM vs ALAB
+454.1%
-471.8%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.4% | -0.4% | +1.9% |
| 7D | -4.4% | -6.2% | +1.7% | -4.2% |
| 30D | +28.1% | -8.7% | +36.8% | +28.5% |
| 3M | +48.8% | -20.7% | +69.6% | +48.9% |
| 6M | +28.3% | +133.5% | -105.3% | +16.9% |
| YTD | -6.0% | +75.1% | -81.1% | -12.9% |
| 1Y | +1.4% | +25.0% | -23.6% | -3.9% |
| All | -17.8% | +454.1% | -471.8% | -35.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling