+105.5%
CB vs ABCL
-30.0%
+135.5%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.4% | +8.7% | -0.8% |
| 7D | +2.6% | -14.9% | +17.5% | +2.5% |
| 30D | +11.2% | -15.4% | +26.6% | +11.1% |
| 3M | +5.7% | +88.0% | -82.3% | +6.0% |
| 6M | +15.9% | +138.8% | -122.9% | +16.2% |
| YTD | +20.2% | +225.4% | -205.3% | +20.3% |
| 1Y | +32.4% | +137.3% | -104.9% | +32.9% |
| 3Y | +75.5% | +136.8% | -61.3% | +75.9% |
| 5Y | +105.5% | -26.2% | +131.7% | +103.3% |
| All | +105.5% | -30.0% | +135.5% | +103.3% |
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