+676.3%
CRS vs ABCL
+105.2%
+571.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.2% | +2.9% | +1.9% |
| 7D | -0.2% | +0.7% | -0.9% | -0.3% |
| 30D | -16.6% | +93.1% | -109.7% | -25.5% |
| 3M | -3.5% | +79.4% | -82.9% | -13.5% |
| 6M | +15.4% | +214.9% | -199.4% | -6.5% |
| YTD | +51.2% | +234.2% | -183.0% | +19.9% |
| 1Y | +98.3% | +174.8% | -76.5% | +60.9% |
| All | +676.3% | +105.2% | +571.1% | +516.7% |
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 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