+372.5%
CRWD vs ABCL
-81.9%
+454.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -3.4% | +2.4% | -0.4% |
| 7D | +2.2% | -2.7% | +4.9% | +2.7% |
| 30D | -7.7% | +18.3% | -26.0% | -11.4% |
| 3M | +28.9% | +108.5% | -79.6% | +8.5% |
| 6M | +91.5% | +213.9% | -122.5% | +46.6% |
| YTD | +77.3% | +223.1% | -145.8% | +33.7% |
| 1Y | +96.3% | +160.6% | -64.3% | +52.5% |
| 3Y | +394.5% | +104.3% | +290.2% | +274.3% |
| 5Y | +213.5% | -40.0% | +253.5% | +184.6% |
| All | +372.5% | -81.9% | +454.4% | +398.6% |
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