+35.0%
CAH vs ABCL
+138.2%
-103.2%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.6% | +0.8% | +2.7% | +3.6% |
| 7D | +7.0% | -10.0% | +17.0% | +6.7% |
| 30D | +12.4% | -10.9% | +23.2% | +12.1% |
| 3M | +12.2% | +101.6% | -89.5% | +15.6% |
| 6M | +33.2% | +167.5% | -134.3% | +40.6% |
| YTD | +28.4% | +259.1% | -230.7% | +37.1% |
| 1Y | +35.0% | +152.2% | -117.1% | +40.5% |
| All | +35.0% | +138.2% | -103.2% | +40.5% |
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 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