-4.7%
CRM vs ABCL
-39.4%
+34.7%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.4% | +1.4% | -1.6% |
| 7D | -5.0% | -2.7% | -2.2% | -4.6% |
| 30D | +23.6% | +18.3% | +5.3% | +20.7% |
| 3M | +39.6% | +108.5% | -68.9% | +24.7% |
| 6M | +23.4% | +213.9% | -190.5% | +3.3% |
| YTD | -7.4% | +223.1% | -230.5% | -23.3% |
| 1Y | -2.3% | +160.6% | -162.9% | -17.8% |
| 3Y | +10.5% | +104.3% | -93.7% | -8.5% |
| 5Y | -4.7% | -40.0% | +35.3% | -11.1% |
| All | -4.7% | -39.4% | +34.7% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling