-5.6%
CAG vs ABCL
+138.2%
-143.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.0% | +0.8% | +5.1% | +6.0% |
| 7D | +9.7% | -10.0% | +19.7% | +9.0% |
| 30D | +15.8% | -10.9% | +26.7% | +15.4% |
| 3M | +1.8% | +101.6% | -99.8% | +7.3% |
| 6M | +11.5% | +167.5% | -156.0% | +20.2% |
| YTD | -6.7% | +259.1% | -265.8% | +3.3% |
| 1Y | -5.6% | +152.2% | -157.8% | +3.2% |
| All | -5.6% | +138.2% | -143.8% | +3.2% |
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