+3.1%
CRM vs ABCL
+185.8%
-182.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.1% | +1.2% | +0.2% |
| 7D | +2.0% | -3.3% | +5.2% | +2.2% |
| 30D | -7.7% | -7.1% | -0.6% | -7.4% |
| 3M | +8.4% | +4.7% | +3.6% | +7.2% |
| 6M | +31.9% | +140.9% | -109.0% | +20.1% |
| YTD | -17.2% | +236.0% | -253.2% | -27.6% |
| 1Y | -8.6% | +217.4% | -226.0% | -19.8% |
| 3Y | +3.1% | +188.7% | -185.6% | -11.4% |
| All | +3.1% | +185.8% | -182.7% | -11.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling