+1.0%
CRM vs ABCL
+145.5%
-144.5%
-43.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.9% | -0.1% |
| 7D | -8.1% | -9.6% | +1.5% | -7.5% |
| 30D | +23.1% | +7.2% | +15.9% | +22.3% |
| 3M | +42.5% | +105.5% | -63.0% | +33.3% |
| 6M | +25.3% | +193.0% | -167.7% | +13.1% |
| YTD | -7.8% | +205.8% | -213.7% | -17.2% |
| 1Y | +1.0% | +144.4% | -143.4% | -8.5% |
| All | +1.0% | +145.5% | -144.5% | -8.5% |
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