+11.1%
CRM vs ABCL
-82.9%
+94.0%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | +0.1% |
| 7D | -8.1% | -9.6% | +1.5% | -7.1% |
| 30D | +23.1% | +7.2% | +15.9% | +21.8% |
| 3M | +42.5% | +105.5% | -63.0% | +29.6% |
| 6M | +25.3% | +193.0% | -167.7% | +8.6% |
| YTD | -7.8% | +205.8% | -213.7% | -21.0% |
| 1Y | +1.0% | +144.4% | -143.4% | -12.1% |
| 3Y | +10.0% | +93.3% | -83.4% | -6.1% |
| 5Y | -3.9% | -44.9% | +41.0% | -11.1% |
| All | +11.1% | -82.9% | +94.0% | +7.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling