+1,067.5%
CRS vs ABCL
-79.5%
+1,147.0%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.7% | +5.2% | +4.5% | +9.0% |
| 7D | +4.9% | +12.4% | -7.5% | +3.2% |
| 30D | -20.8% | -0.4% | -20.5% | -20.9% |
| 3M | -46.4% | +80.4% | -126.8% | -51.6% |
| 6M | -28.6% | +138.5% | -167.1% | -39.0% |
| YTD | -2.8% | +265.5% | -268.3% | -23.2% |
| 1Y | -6.7% | +219.7% | -226.4% | -24.9% |
| 3Y | +368.0% | +209.4% | +158.6% | +255.5% |
| 5Y | +852.9% | -15.0% | +867.9% | +713.6% |
| All | +1,067.5% | -79.5% | +1,147.0% | +981.7% |
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