-31.6%
CRCL vs ABCL
+138.2%
-169.8%
-55.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | -6.8% | -10.0% | +3.1% | -3.8% |
| 30D | -8.6% | -10.9% | +2.3% | -5.6% |
| 3M | +20.3% | +101.6% | -81.3% | -8.0% |
| 6M | -36.3% | +167.5% | -203.9% | -58.0% |
| YTD | -4.0% | +259.1% | -263.1% | -48.0% |
| 1Y | -31.6% | +152.2% | -183.7% | -57.0% |
| All | -31.6% | +138.2% | -169.8% | -57.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL 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 1y: compounded portfolio wealth divided by compounded ABCL 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…
1y analysis · Full analysis span regression · 6 months rolling