+355.9%
CBOE vs ABCL
-79.6%
+435.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.3% | +3.7% | +3.4% |
| 7D | +6.0% | +2.3% | +3.7% | +6.0% |
| 30D | +19.9% | -0.7% | +20.6% | +20.0% |
| 3M | +28.4% | +33.4% | -5.1% | +29.0% |
| 6M | +5.2% | +137.8% | -132.6% | +6.5% |
| YTD | +46.4% | +264.3% | -217.9% | +48.5% |
| 1Y | +41.8% | +209.2% | -167.4% | +43.8% |
| 3Y | +114.4% | +208.4% | -94.0% | +117.9% |
| 5Y | +202.9% | -11.9% | +214.8% | +210.9% |
| All | +355.9% | -79.6% | +435.4% | +356.0% |
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