-12.1%
CRL vs ABCL
-26.2%
+14.1%
-74.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.1% | +0.3% | -0.6% |
| 7D | +0.1% | -3.3% | +3.4% | +0.9% |
| 30D | +11.9% | -7.1% | +19.0% | +13.7% |
| 3M | +20.2% | +4.7% | +15.4% | +17.5% |
| 6M | +107.5% | +140.9% | -33.3% | +59.9% |
| YTD | +69.4% | +236.0% | -166.5% | +17.8% |
| 1Y | +99.7% | +217.4% | -117.7% | +40.5% |
| 3Y | +98.8% | +188.7% | -89.9% | +29.4% |
| All | -12.1% | -26.2% | +14.1% | -27.0% |
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