+158.4%
CB vs ABCL
-80.5%
+239.0%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -1.7% |
| 7D | +0.2% | -3.2% | +3.4% | +0.2% |
| 30D | +9.1% | -7.4% | +16.5% | +9.0% |
| 3M | +3.4% | +81.9% | -78.5% | +3.9% |
| 6M | +14.1% | +135.7% | -121.6% | +14.8% |
| YTD | +18.0% | +247.4% | -229.4% | +18.9% |
| 1Y | +30.1% | +162.3% | -132.1% | +31.1% |
| 3Y | +71.8% | +165.5% | -93.7% | +72.9% |
| 5Y | +101.8% | -21.3% | +123.1% | +103.2% |
| All | +158.4% | -80.5% | +239.0% | +169.0% |
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