+22.6%
CRCL vs ABCL
+370.4%
-347.8%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -0.8% |
| 7D | +17.1% | +0.7% | +16.4% | +17.0% |
| 30D | +61.3% | +93.1% | -31.8% | +28.7% |
| 3M | +12.7% | +79.4% | -66.7% | -8.9% |
| 6M | -3.1% | +214.9% | -217.9% | -36.1% |
| YTD | +28.7% | +234.2% | -205.5% | -18.5% |
| 1Y | -13.1% | +174.8% | -187.9% | -41.2% |
| All | +22.6% | +370.4% | -347.8% | -8.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling