-44.2%
CAG vs ABCL
-81.2%
+37.0%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.4% | +1.2% |
| 7D | -3.3% | -3.3% | -0.1% | -3.4% |
| 30D | +7.7% | -7.1% | +14.8% | +7.6% |
| 3M | -3.2% | +4.7% | -7.9% | -3.0% |
| 6M | +7.0% | +140.9% | -133.9% | +8.2% |
| YTD | -9.0% | +236.0% | -244.9% | -7.7% |
| 1Y | -9.6% | +217.4% | -227.0% | -8.4% |
| 3Y | -36.0% | +188.7% | -224.7% | -35.1% |
| 5Y | -40.9% | -23.5% | -17.4% | -40.7% |
| All | -44.2% | -81.2% | +37.0% | -45.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling