-42.4%
CAG vs ABCL
-79.6%
+37.1%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.7% |
| 7D | +6.6% | +2.3% | +4.3% | +6.7% |
| 30D | +13.9% | -0.7% | +14.6% | +14.0% |
| 3M | +4.0% | +33.4% | -29.4% | +4.6% |
| 6M | +10.0% | +137.8% | -127.8% | +11.4% |
| YTD | -6.1% | +264.3% | -270.5% | -4.7% |
| 1Y | -4.3% | +209.2% | -213.5% | -2.9% |
| 3Y | -34.6% | +208.4% | -243.0% | -33.5% |
| 5Y | -39.4% | -11.9% | -27.6% | -39.1% |
| All | -42.4% | -79.6% | +37.1% | -43.3% |
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