+71.6%
CRH vs ABCL
+100.9%
-29.3%
-32.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.1% | -3.1% | +0.5% |
| 7D | -6.1% | -4.7% | -1.3% | -5.5% |
| 30D | -9.3% | +5.2% | -14.4% | -10.1% |
| 3M | -15.2% | +106.6% | -121.8% | -24.1% |
| 6M | -14.2% | +198.4% | -212.6% | -27.8% |
| YTD | -28.3% | +218.4% | -246.7% | -40.6% |
| 1Y | -21.8% | +136.2% | -158.0% | -33.3% |
| 3Y | +71.6% | +103.2% | -31.6% | +43.5% |
| All | +71.6% | +100.9% | -29.3% | +43.5% |
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