-17.3%
CRM vs ALAB
+449.6%
-466.9%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALAB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | -6.9% | +3.0% | -3.6% |
| 7D | -3.5% | +3.2% | -6.7% | -3.6% |
| 30D | +29.3% | -13.6% | +42.8% | +29.8% |
| 3M | +36.8% | -16.6% | +53.4% | +36.4% |
| 6M | +23.9% | +142.3% | -118.4% | +12.5% |
| YTD | -5.5% | +73.6% | -79.1% | -12.3% |
| 1Y | -0.4% | +33.7% | -34.1% | -6.3% |
| All | -17.3% | +449.6% | -466.9% | -35.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling