+68.8%
CRL vs ABCL
+120.4%
-51.6%
-19.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -9.4% | +5.3% | -2.4% |
| 7D | -16.8% | -14.9% | -1.9% | -14.5% |
| 30D | +2.6% | -15.4% | +18.0% | +5.3% |
| 3M | +20.1% | +88.0% | -67.9% | +8.4% |
| 6M | +68.8% | +138.8% | -70.0% | +43.3% |
| All | +68.8% | +120.4% | -51.6% | +43.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling