+149.2%
CBOE vs ABCL
-39.9%
+189.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -4.6% | +1.4% | -6.1% | -4.6% |
| 30D | +2.6% | +65.1% | -62.4% | +3.1% |
| 3M | +4.9% | +111.1% | -106.1% | +5.4% |
| 6M | -2.2% | +231.6% | -233.8% | -1.9% |
| YTD | +17.7% | +234.5% | -216.8% | +18.0% |
| 1Y | +26.1% | +174.3% | -148.3% | +26.4% |
| 3Y | +97.1% | +111.5% | -14.4% | +100.3% |
| 5Y | +149.2% | -37.3% | +186.5% | +164.5% |
| All | +149.2% | -39.9% | +189.1% | +164.5% |
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