+384.5%
CRWD vs ABCL
-81.3%
+465.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -2.4% | +0.7% | -3.1% | -2.5% |
| 30D | +1.5% | +93.1% | -91.5% | -12.6% |
| 3M | +18.5% | +79.4% | -60.9% | +2.9% |
| 6M | +109.1% | +214.9% | -105.8% | +60.0% |
| YTD | +81.8% | +234.2% | -152.4% | +36.3% |
| 1Y | +106.7% | +174.8% | -68.1% | +58.9% |
| 3Y | +428.7% | +104.5% | +324.2% | +300.7% |
| 5Y | +206.4% | -39.0% | +245.4% | +177.0% |
| All | +384.5% | -81.3% | +465.8% | +408.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling