+209.7%
ABT vs CRL
+244.4%
-34.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | -0.1% |
| 7D | -4.7% | -4.6% | -0.1% | -3.6% |
| 30D | -3.1% | +0.5% | -3.6% | -3.3% |
| 3M | +16.1% | +46.6% | -30.5% | +4.9% |
| 6M | -5.3% | +57.3% | -62.6% | -16.8% |
| YTD | -14.4% | +39.5% | -54.0% | -22.8% |
| 1Y | -18.4% | +76.9% | -95.3% | -31.4% |
| 3Y | +11.2% | +39.4% | -28.2% | -6.3% |
| 5Y | -9.4% | -37.2% | +27.8% | +0.2% |
| 10Y | +209.7% | +253.4% | -43.7% | +63.6% |
| All | +209.7% | +244.4% | -34.7% | +63.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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