-11.3%
CRL vs ABCL
-12.4%
+1.0%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.3% | -1.8% | -2.1% |
| 7D | -1.7% | +2.3% | -4.0% | -2.3% |
| 30D | +14.6% | -0.7% | +15.3% | +14.5% |
| 3M | +24.8% | +33.4% | -8.6% | +15.1% |
| 6M | +94.7% | +137.8% | -43.1% | +50.8% |
| YTD | +73.4% | +264.3% | -191.0% | +18.5% |
| 1Y | +104.7% | +209.2% | -104.5% | +45.1% |
| 3Y | +101.1% | +208.4% | -107.4% | +29.1% |
| All | -11.3% | -12.4% | +1.0% | -29.6% |
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