+1,298.7%
CRDO vs ABCL
+35.3%
+1,263.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +4.1% | -2.5% | +0.6% |
| 7D | -4.5% | -4.7% | +0.3% | -3.3% |
| 30D | -39.2% | +5.2% | -44.4% | -40.5% |
| 3M | -38.5% | +106.6% | -145.1% | -51.5% |
| 6M | +40.6% | +198.4% | -157.8% | -0.9% |
| YTD | +13.2% | +218.4% | -205.2% | -22.9% |
| 1Y | +2.3% | +136.2% | -133.9% | -25.0% |
| 3Y | +942.5% | +103.2% | +839.4% | +614.9% |
| All | +1,298.7% | +35.3% | +1,263.4% | +908.1% |
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