+229.7%
ABCL vs CAI
-8.1%
+237.8%
-54.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.1% | +0.4% |
| 7D | +1.4% | +0.2% | +1.3% | +1.4% |
| 30D | +65.1% | +9.1% | +55.9% | +60.6% |
| 3M | +111.1% | +53.8% | +57.3% | +83.2% |
| 6M | +231.6% | +33.5% | +198.1% | +191.1% |
| YTD | +234.5% | -8.0% | +242.5% | +214.5% |
| 1Y | +174.3% | -28.7% | +203.0% | +166.0% |
| All | +229.7% | -8.1% | +237.8% | +219.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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