+1,045.4%
CRS vs ABCL
-81.0%
+1,126.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.8% | +1.0% | -1.4% |
| 7D | +7.4% | +4.4% | +3.0% | +6.7% |
| 30D | -21.2% | -7.9% | -13.4% | -20.5% |
| 3M | -43.3% | +12.2% | -55.5% | -44.7% |
| 6M | -29.4% | +134.7% | -164.1% | -39.6% |
| YTD | -4.7% | +239.8% | -244.4% | -23.8% |
| 1Y | -9.6% | +192.7% | -202.3% | -26.3% |
| 3Y | +355.5% | +187.6% | +167.8% | +249.5% |
| 5Y | +826.6% | -22.6% | +849.2% | +700.4% |
| All | +1,045.4% | -81.0% | +1,126.3% | +971.9% |
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