-7.4%
ABT vs CRL
-12.1%
+4.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.8% | +2.0% | +1.3% |
| 7D | -1.3% | +0.1% | -1.4% | -1.3% |
| 30D | +6.0% | +11.9% | -5.9% | +3.8% |
| 3M | -1.9% | +20.2% | -22.0% | -5.1% |
| 6M | +31.2% | +107.5% | -76.4% | +16.3% |
| YTD | -11.2% | +69.4% | -80.7% | -19.3% |
| 1Y | -14.0% | +99.7% | -113.7% | -23.9% |
| 3Y | +20.7% | +98.8% | -78.1% | +1.4% |
| All | -7.4% | -12.1% | +4.7% | -3.0% |
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