+8.9%
CRCL vs ABCL
+348.1%
-339.3%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +4.1% | -3.8% | -0.9% |
| 7D | -11.2% | -4.7% | -6.5% | -9.9% |
| 30D | +27.1% | +5.2% | +21.9% | +24.9% |
| 3M | +9.6% | +106.6% | -97.0% | -16.1% |
| 6M | -19.7% | +198.4% | -218.0% | -46.2% |
| YTD | +14.2% | +218.4% | -204.2% | -26.5% |
| 1Y | -32.2% | +136.2% | -168.5% | -52.5% |
| All | +8.9% | +348.1% | -339.3% | -17.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling