+7.3%
CCI vs ABCL
+138.2%
-130.9%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.8% | +5.6% | +6.4% |
| 7D | +5.0% | -10.0% | +15.0% | +5.4% |
| 30D | +36.4% | -10.9% | +47.3% | +36.7% |
| 3M | +20.4% | +101.6% | -81.2% | +16.5% |
| 6M | +4.9% | +167.5% | -162.6% | -1.9% |
| YTD | +7.8% | +259.1% | -251.3% | -4.4% |
| 1Y | +7.3% | +152.2% | -144.9% | -0.5% |
| All | +7.3% | +138.2% | -130.9% | -0.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling