+319.6%
CRS vs ABCL
+156.0%
+163.6%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +6.7% | -6.9% | -1.2% |
| 7D | -1.7% | -3.2% | +1.5% | -1.4% |
| 30D | -28.8% | -7.4% | -21.4% | -28.2% |
| 3M | -50.0% | +81.9% | -131.9% | -55.0% |
| 6M | -39.2% | +135.7% | -174.9% | -48.4% |
| YTD | -11.4% | +247.4% | -258.8% | -30.3% |
| 1Y | -11.7% | +162.3% | -173.9% | -27.6% |
| 3Y | +319.6% | +165.5% | +154.2% | +224.1% |
| All | +319.6% | +156.0% | +163.6% | +224.1% |
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 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