+415.3%
CRWD vs ABCL
-81.2%
+496.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.1% | -0.3% | -1.2% |
| 7D | +4.5% | -3.3% | +7.8% | +5.2% |
| 30D | -9.1% | -7.1% | -2.0% | -7.9% |
| 3M | +0.5% | +4.7% | -4.3% | -1.4% |
| 6M | +61.1% | +140.9% | -79.8% | +30.5% |
| YTD | +93.4% | +236.0% | -142.6% | +44.2% |
| 1Y | +71.1% | +217.4% | -146.3% | +28.8% |
| 3Y | +351.1% | +188.7% | +162.4% | +215.4% |
| 5Y | +218.8% | -23.5% | +242.3% | +179.7% |
| All | +415.3% | -81.2% | +496.4% | +437.4% |
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