-23.3%
CRCL vs ABCL
+378.2%
-401.5%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -2.8% | -2.2% | -4.1% |
| 7D | -8.1% | +4.4% | -12.5% | -9.6% |
| 30D | -24.3% | -7.9% | -16.4% | -22.6% |
| 3M | -10.5% | +12.2% | -22.7% | -14.7% |
| 6M | -48.4% | +134.7% | -183.1% | -62.7% |
| YTD | -19.5% | +239.8% | -259.3% | -49.8% |
| 1Y | -26.0% | +192.7% | -218.7% | -51.9% |
| All | -23.3% | +378.2% | -401.5% | -43.8% |
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