+61.7%
CAH vs ABCL
+171.1%
-109.4%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.7% |
| 7D | +0.5% | +1.4% | -0.9% | +0.5% |
| 30D | +1.7% | +65.1% | -63.3% | +3.9% |
| 3M | +17.9% | +111.1% | -93.2% | +22.3% |
| 6M | +10.9% | +231.6% | -220.7% | +18.3% |
| YTD | +17.9% | +234.5% | -216.6% | +25.9% |
| 1Y | +61.7% | +174.3% | -112.6% | +64.7% |
| All | +61.7% | +171.1% | -109.4% | +64.7% |
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