-39.7%
CAG vs ABCL
-41.3%
+1.6%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.0% |
| 3M | +23.5% | +79.4% | -56.0% | +24.6% |
| 6M | -14.8% | +214.9% | -229.7% | -13.9% |
| YTD | -5.4% | +234.2% | -239.7% | -4.4% |
| 1Y | -11.8% | +174.8% | -186.6% | -10.8% |
| 3Y | -36.7% | +104.5% | -141.1% | -36.1% |
| All | -39.7% | -41.3% | +1.6% | -40.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling