+167.3%
CRH vs ABCL
-81.2%
+248.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.9% | +0.1% | -4.0% | -3.9% |
| 7D | -0.6% | +1.4% | -2.1% | -0.8% |
| 30D | -9.5% | +65.1% | -74.5% | -14.8% |
| 3M | -10.4% | +111.1% | -121.5% | -18.6% |
| 6M | -14.2% | +231.6% | -245.8% | -26.3% |
| YTD | -26.6% | +234.5% | -261.1% | -37.4% |
| 1Y | -18.2% | +174.3% | -192.6% | -29.4% |
| 3Y | +74.9% | +111.5% | -36.5% | +47.8% |
| 5Y | +101.7% | -37.3% | +139.0% | +78.7% |
| All | +167.3% | -81.2% | +248.6% | +156.8% |
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