+1,062.6%
ABT vs CRL
+1,379.5%
-316.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.2% | -0.1% |
| 7D | -3.7% | -1.0% | -2.7% | -3.5% |
| 30D | +2.5% | +10.7% | -8.2% | +0.4% |
| 3M | +20.2% | +55.3% | -35.1% | +9.8% |
| 6M | -2.9% | +60.7% | -63.6% | -12.5% |
| YTD | -11.9% | +44.6% | -56.6% | -19.3% |
| 1Y | -16.5% | +77.7% | -94.3% | -27.0% |
| 3Y | +12.1% | +37.6% | -25.5% | -1.1% |
| 5Y | -7.4% | -35.8% | +28.4% | -6.0% |
| 10Y | +210.7% | +241.7% | -31.1% | +123.8% |
| All | +1,062.6% | +1,379.5% | -316.9% | +595.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling