+106.0%
CBOE vs ABCL
+182.2%
-76.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.7% | +0.4% |
| 7D | +5.3% | -3.2% | +8.5% | +5.2% |
| 30D | +25.5% | -7.4% | +32.9% | +25.3% |
| 3M | +22.5% | +81.9% | -59.4% | +26.9% |
| 6M | +2.6% | +135.7% | -133.1% | +7.8% |
| YTD | +41.8% | +247.4% | -205.6% | +51.7% |
| 1Y | +40.9% | +162.3% | -121.4% | +49.0% |
| All | +106.0% | +182.2% | -76.2% | +130.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling