-18.1%
CAG vs ABCL
+145.5%
-163.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -5.3% | +2.6% | -2.9% |
| 7D | -5.9% | -9.6% | +3.7% | -6.2% |
| 30D | -1.5% | +7.2% | -8.7% | -1.2% |
| 3M | +11.5% | +105.5% | -94.0% | +14.8% |
| 6M | -15.7% | +193.0% | -208.7% | -12.6% |
| YTD | -10.2% | +205.8% | -216.1% | -7.0% |
| 1Y | -18.1% | +144.4% | -162.5% | -18.3% |
| All | -18.1% | +145.5% | -163.6% | -18.3% |
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 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