-35.7%
CAG vs ABCL
+109.3%
-145.0%
-56.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.9% |
| 7D | -3.8% | +0.7% | -4.5% | -3.8% |
| 30D | +3.1% | +93.1% | -89.9% | +4.2% |
| 3M | +23.5% | +79.4% | -56.0% | +24.8% |
| 6M | -14.8% | +214.9% | -229.7% | -13.8% |
| YTD | -5.4% | +234.2% | -239.7% | -4.4% |
| 1Y | -11.8% | +174.8% | -186.6% | -10.7% |
| All | -35.7% | +109.3% | -145.0% | -34.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling