-35.8%
CRL vs ABCL
-41.3%
+5.5%
-78.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.4% | -1.4% |
| 7D | -1.0% | +0.7% | -1.7% | -1.2% |
| 30D | +10.7% | +93.1% | -82.4% | -6.9% |
| 3M | +55.3% | +79.4% | -24.2% | +31.3% |
| 6M | +60.7% | +214.9% | -154.2% | +17.3% |
| YTD | +44.6% | +234.2% | -189.6% | +2.9% |
| 1Y | +77.7% | +174.8% | -97.0% | +30.5% |
| 3Y | +37.6% | +104.5% | -66.8% | -0.9% |
| All | -35.8% | -41.3% | +5.5% | -48.3% |
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