+86.1%
CRL vs ABCL
+156.0%
-69.9%
-63.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.8% | +6.7% | +1.1% | +6.3% |
| 7D | -6.1% | -3.2% | -2.9% | -5.5% |
| 30D | +12.4% | -7.4% | +19.8% | +14.1% |
| 3M | +27.1% | +81.9% | -54.8% | +8.3% |
| 6M | +85.7% | +135.7% | -50.0% | +45.1% |
| YTD | +69.2% | +247.4% | -178.2% | +18.1% |
| 1Y | +97.5% | +162.3% | -64.7% | +46.6% |
| 3Y | +86.1% | +165.5% | -79.4% | +24.1% |
| All | +86.1% | +156.0% | -69.9% | +24.1% |
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 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