-42.0%
CAG vs ABCL
-81.3%
+39.3%
-62.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.1% |
| 3M | +23.5% | +79.4% | -56.0% | +24.6% |
| 6M | -14.8% | +214.9% | -229.7% | -13.8% |
| YTD | -5.4% | +234.2% | -239.7% | -4.2% |
| 1Y | -11.8% | +174.8% | -186.6% | -10.6% |
| 3Y | -36.7% | +104.5% | -141.1% | -36.0% |
| 5Y | -40.3% | -39.0% | -1.3% | -40.2% |
| All | -42.0% | -81.3% | +39.3% | -43.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling