+92.6%
CAPR vs ABCL
-41.3%
+133.9%
-89.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | -2.0% | +0.7% | -2.7% | -2.2% |
| 30D | +139.2% | +93.1% | +46.1% | +101.6% |
| 3M | -66.4% | +79.4% | -145.8% | -71.7% |
| 6M | -63.1% | +214.9% | -278.0% | -73.8% |
| YTD | -67.4% | +234.2% | -301.6% | -77.6% |
| 1Y | +58.2% | +174.8% | -116.5% | +12.5% |
| 3Y | +42.2% | +104.5% | -62.3% | -0.4% |
| All | +92.6% | -41.3% | +133.9% | +63.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling