+44.2%
CRL vs ABCL
-81.0%
+125.2%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | 0.0% |
| 7D | +8.9% | +4.4% | +4.5% | +8.0% |
| 30D | +14.0% | -7.9% | +21.8% | +15.6% |
| 3M | +19.8% | +12.2% | +7.6% | +16.2% |
| 6M | +102.0% | +134.7% | -32.7% | +65.5% |
| YTD | +70.8% | +239.8% | -168.9% | +28.5% |
| 1Y | +98.7% | +192.7% | -94.0% | +53.3% |
| 3Y | +98.2% | +187.6% | -89.5% | +43.2% |
| 5Y | -11.7% | -22.6% | +10.9% | -28.1% |
| All | +44.2% | -81.0% | +125.2% | +19.5% |
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 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