+96.6%
CRWD vs ABCL
+145.5%
-48.9%
-37.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -5.3% | +5.8% | +1.5% |
| 7D | -2.8% | -9.6% | +6.8% | -1.0% |
| 30D | -5.9% | +7.2% | -13.0% | -7.8% |
| 3M | +29.0% | +105.5% | -76.5% | +8.2% |
| 6M | +91.5% | +193.0% | -101.5% | +46.6% |
| YTD | +78.2% | +205.8% | -127.6% | +32.8% |
| 1Y | +96.6% | +144.4% | -47.8% | +53.1% |
| All | +96.6% | +145.5% | -48.9% | +53.1% |
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 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