+161.2%
CRH vs ABCL
-82.1%
+243.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.6% |
| 7D | -6.1% | -4.7% | -1.3% | -5.6% |
| 30D | -9.3% | +5.2% | -14.4% | -10.0% |
| 3M | -15.2% | +106.6% | -121.8% | -22.8% |
| 6M | -14.2% | +198.4% | -212.6% | -25.5% |
| YTD | -28.3% | +218.4% | -246.7% | -38.5% |
| 1Y | -21.8% | +136.2% | -158.0% | -31.4% |
| 3Y | +71.6% | +103.2% | -31.6% | +45.5% |
| 5Y | +96.6% | -42.7% | +139.3% | +75.3% |
| All | +161.2% | -82.1% | +243.4% | +152.2% |
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