-10.0%
CRM vs ABCL
+138.2%
-148.2%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.8% | +1.4% | +2.2% |
| 7D | -6.2% | -10.0% | +3.8% | -5.6% |
| 30D | -1.2% | -10.9% | +9.7% | -0.5% |
| 3M | +19.1% | +101.6% | -82.5% | +11.7% |
| 6M | +23.0% | +167.5% | -144.6% | +10.5% |
| YTD | -13.7% | +259.1% | -272.7% | -26.4% |
| 1Y | -10.0% | +152.2% | -162.1% | -19.9% |
| All | -10.0% | +138.2% | -148.2% | -19.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling