+420.9%
CAH vs ABCL
-81.3%
+502.2%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.6% |
| 7D | +5.4% | +0.7% | +4.7% | +5.4% |
| 30D | +3.3% | +93.1% | -89.8% | +3.6% |
| 3M | +22.8% | +79.4% | -56.6% | +23.1% |
| 6M | +11.3% | +214.9% | -203.6% | +11.6% |
| YTD | +21.1% | +234.2% | -213.1% | +21.5% |
| 1Y | +67.2% | +174.8% | -107.5% | +67.6% |
| 3Y | +195.6% | +104.5% | +91.2% | +195.6% |
| 5Y | +413.8% | -39.0% | +452.8% | +411.2% |
| All | +420.9% | -81.3% | +502.2% | +433.8% |
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