+49.5%
CRL vs ABCL
-79.5%
+129.1%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | +5.2% | -0.5% | +3.7% |
| 7D | +4.4% | +12.4% | -8.0% | +2.0% |
| 30D | +17.1% | -0.4% | +17.4% | +17.0% |
| 3M | +32.1% | +80.4% | -48.3% | +15.8% |
| 6M | +98.9% | +138.5% | -39.6% | +62.4% |
| YTD | +77.1% | +265.5% | -188.4% | +31.4% |
| 1Y | +110.3% | +219.7% | -109.4% | +59.5% |
| 3Y | +108.5% | +209.4% | -100.9% | +48.6% |
| 5Y | -7.9% | -15.0% | +7.2% | -26.1% |
| All | +49.5% | -79.5% | +129.1% | +22.1% |
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