+216.7%
CRWD vs ABCL
-39.9%
+256.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.5% |
| 7D | -2.3% | +1.4% | -3.8% | -2.6% |
| 30D | -2.1% | +65.1% | -67.1% | -13.5% |
| 3M | +27.5% | +111.1% | -83.6% | +5.8% |
| 6M | +95.8% | +231.6% | -135.8% | +45.2% |
| YTD | +79.2% | +234.5% | -155.3% | +31.3% |
| 1Y | +96.3% | +174.3% | -78.1% | +47.8% |
| 3Y | +399.8% | +111.5% | +288.3% | +269.6% |
| 5Y | +216.7% | -37.3% | +254.0% | +178.1% |
| All | +216.7% | -39.9% | +256.6% | +178.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling