-9.9%
ABT vs CRL
-37.4%
+27.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.7% | +0.1% | -2.2% |
| 7D | -3.1% | -0.6% | -2.6% | -3.0% |
| 30D | -2.1% | +5.0% | -7.1% | -2.9% |
| 3M | +17.4% | +50.6% | -33.2% | +10.0% |
| 6M | -2.4% | +60.9% | -63.3% | -9.9% |
| YTD | -14.2% | +40.7% | -55.0% | -19.4% |
| 1Y | -18.3% | +73.3% | -91.6% | -26.1% |
| 3Y | +11.5% | +40.6% | -29.1% | +1.0% |
| 5Y | -9.9% | -37.0% | +27.1% | -2.3% |
| All | -9.9% | -37.4% | +27.5% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling