-25.8%
CCI vs ABCL
-80.5%
+54.8%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.7% | -9.3% | -2.9% |
| 7D | -0.1% | -3.2% | +3.1% | 0.0% |
| 30D | +28.4% | -7.4% | +35.8% | +28.7% |
| 3M | +20.0% | +81.9% | -62.0% | +15.6% |
| 6M | +0.8% | +135.7% | -134.9% | -5.0% |
| YTD | +3.6% | +247.4% | -243.8% | -5.0% |
| 1Y | +6.1% | +162.3% | -156.2% | -1.4% |
| 3Y | +7.2% | +165.5% | -158.3% | -2.5% |
| 5Y | -37.0% | -21.3% | -15.7% | -40.8% |
| All | -25.8% | -80.5% | +54.8% | -30.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling