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  • CRL vs ABCL✓SelectedUSD · ABCLCRL vs ABCL performance historyLatest closeAs of-1.65%09/04
Stock and ETF performance explorer

CRL vs ABCL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+22.1%
ABCL return
-81.3%
Excess return
+103.4%
Maximum drawdown
-78.2%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioABCLExcessAlpha
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%-4.1%
3M+55.3%+79.4%-24.2%+35.2%
6M+60.7%+214.9%-154.2%+24.2%
YTD+44.6%+234.2%-189.6%+9.5%
1Y+77.7%+174.8%-97.0%+38.2%
3Y+37.6%+104.5%-66.8%+4.9%
5Y-35.8%-39.0%+3.2%-47.0%
All+22.1%-81.3%+103.4%+1.8%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling