+157.3%
CB vs ABCL
-79.5%
+236.8%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.6% | -0.4% |
| 7D | -1.5% | +12.4% | -13.9% | -1.4% |
| 30D | +6.5% | -0.4% | +6.9% | +6.6% |
| 3M | +4.1% | +80.4% | -76.3% | +4.6% |
| 6M | +14.4% | +138.5% | -124.1% | +15.2% |
| YTD | +17.5% | +265.5% | -248.0% | +18.4% |
| 1Y | +27.5% | +219.7% | -192.1% | +28.6% |
| 3Y | +71.6% | +209.4% | -137.8% | +72.6% |
| 5Y | +100.6% | -15.0% | +115.6% | +102.2% |
| All | +157.3% | -79.5% | +236.8% | +168.0% |
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 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