-19.3%
CRM vs ALAB
+441.3%
-460.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | -0.3% |
| 7D | -8.1% | +0.6% | -8.7% | -8.1% |
| 30D | +23.1% | -8.8% | +31.9% | +23.4% |
| 3M | +42.5% | -14.0% | +56.5% | +41.7% |
| 6M | +25.3% | +144.3% | -119.0% | +13.6% |
| YTD | -7.8% | +71.0% | -78.8% | -14.5% |
| 1Y | +1.0% | +23.5% | -22.5% | -4.3% |
| All | -19.3% | +441.3% | -460.7% | -37.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling