+272.8%
CBOE vs ABCL
-81.3%
+354.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | -3.6% | +0.7% | -4.3% | -3.6% |
| 30D | +5.1% | +93.1% | -88.0% | +6.1% |
| 3M | +4.6% | +79.4% | -74.8% | +5.6% |
| 6M | -0.3% | +214.9% | -215.1% | +0.9% |
| YTD | +19.8% | +234.2% | -214.5% | +21.2% |
| 1Y | +28.4% | +174.8% | -146.4% | +29.8% |
| 3Y | +104.1% | +104.5% | -0.4% | +108.2% |
| 5Y | +150.9% | -39.0% | +189.9% | +155.6% |
| All | +272.8% | -81.3% | +354.1% | +272.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling