+101.0%
CB vs ABCL
-41.3%
+142.3%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.9% |
| 7D | +0.5% | +0.7% | -0.2% | +0.5% |
| 30D | -3.1% | +93.1% | -96.2% | -2.8% |
| 3M | +9.0% | +79.4% | -70.5% | +9.4% |
| 6M | +2.9% | +214.9% | -212.0% | +3.3% |
| YTD | +10.1% | +234.2% | -224.1% | +10.6% |
| 1Y | +22.8% | +174.8% | -152.0% | +23.3% |
| 3Y | +73.8% | +104.5% | -30.7% | +75.5% |
| All | +101.0% | -41.3% | +142.3% | +97.7% |
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