+29.2%
CB vs ABCL
+198.8%
-169.6%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.3% | +1.9% | +1.5% |
| 7D | +0.7% | +2.3% | -1.6% | +0.9% |
| 30D | +8.2% | -0.7% | +8.9% | +8.4% |
| 3M | +6.3% | +33.4% | -27.1% | +8.0% |
| 6M | +16.2% | +137.8% | -121.6% | +22.2% |
| YTD | +19.3% | +264.3% | -245.0% | +29.5% |
| 1Y | +29.2% | +209.2% | -180.0% | +40.0% |
| All | +29.2% | +198.8% | -169.6% | +40.0% |
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 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