+11.7%
CRCL vs ABCL
+354.7%
-343.0%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -3.4% | +0.1% | -2.3% |
| 7D | +4.9% | -2.7% | +7.6% | +5.9% |
| 30D | +38.7% | +18.3% | +20.4% | +31.6% |
| 3M | +14.7% | +108.5% | -93.8% | -12.4% |
| 6M | -16.9% | +213.9% | -230.8% | -45.2% |
| YTD | +17.3% | +223.1% | -205.8% | -24.9% |
| 1Y | -21.2% | +160.6% | -181.8% | -45.9% |
| All | +11.7% | +354.7% | -343.0% | -15.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling