+180.4%
CBOE vs ABCL
-21.8%
+202.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.7% | -6.7% | +0.2% |
| 7D | +5.3% | -3.2% | +8.5% | +5.3% |
| 30D | +25.5% | -7.4% | +32.9% | +25.4% |
| 3M | +22.5% | +81.9% | -59.4% | +23.4% |
| 6M | +2.6% | +135.7% | -133.1% | +3.3% |
| YTD | +41.8% | +247.4% | -205.6% | +42.5% |
| 1Y | +40.9% | +162.3% | -121.4% | +41.7% |
| 3Y | +108.7% | +165.5% | -56.8% | +110.7% |
| All | +180.4% | -21.8% | +202.2% | +202.2% |
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