-8.0%
CRS vs ABCL
+197.3%
-205.3%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -4.1% | +6.6% | +3.0% |
| 7D | +4.4% | -2.7% | +7.1% | +4.7% |
| 30D | -19.1% | -5.4% | -13.7% | -18.8% |
| 3M | -43.2% | +22.4% | -65.7% | -44.9% |
| 6M | -28.9% | +127.6% | -156.5% | -38.7% |
| YTD | -3.0% | +249.4% | -252.4% | -24.7% |
| All | -8.0% | +197.3% | -205.3% | -25.8% |
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