+94.6%
CRH vs ABCL
-47.0%
+141.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -5.3% | +3.4% | -1.3% |
| 7D | -4.8% | -9.6% | +4.8% | -3.6% |
| 30D | -13.1% | +7.2% | -20.3% | -14.2% |
| 3M | -12.0% | +105.5% | -117.5% | -21.2% |
| 6M | -16.9% | +193.0% | -209.9% | -29.7% |
| YTD | -29.0% | +205.8% | -234.8% | -40.7% |
| 1Y | -20.3% | +144.4% | -164.7% | -32.2% |
| 3Y | +69.2% | +93.3% | -24.1% | +39.9% |
| 5Y | +94.6% | -44.9% | +139.6% | +67.0% |
| All | +94.6% | -47.0% | +141.6% | +67.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling