+493.8%
CAH vs ABCL
-81.2%
+575.0%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.1% | +2.2% | +1.1% |
| 7D | +3.5% | -3.3% | +6.7% | +3.4% |
| 30D | +13.5% | -7.1% | +20.6% | +13.4% |
| 3M | +21.8% | +4.7% | +17.1% | +21.9% |
| 6M | +51.5% | +140.9% | -89.4% | +52.0% |
| YTD | +38.1% | +236.0% | -197.9% | +38.5% |
| 1Y | +37.7% | +217.4% | -179.7% | +38.2% |
| 3Y | +179.6% | +188.7% | -9.1% | +178.6% |
| 5Y | +504.9% | -23.5% | +528.5% | +503.6% |
| All | +493.8% | -81.2% | +575.0% | +508.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling