-4.3%
CAG vs ABCL
+198.8%
-203.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.3% | -0.7% |
| 7D | +6.6% | +2.3% | +4.3% | +6.9% |
| 30D | +13.9% | -0.7% | +14.6% | +14.3% |
| 3M | +4.0% | +33.4% | -29.4% | +6.4% |
| 6M | +10.0% | +137.8% | -127.8% | +17.4% |
| YTD | -6.1% | +264.3% | -270.5% | +3.1% |
| 1Y | -4.3% | +209.2% | -213.5% | +5.6% |
| All | -4.3% | +198.8% | -203.1% | +5.6% |
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