-37.3%
CCI vs ABCL
-81.2%
+44.0%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | +0.2% | +1.4% | -1.2% | +0.1% |
| 30D | +0.5% | +65.1% | -64.6% | -2.5% |
| 3M | -16.3% | +111.1% | -127.3% | -20.2% |
| 6M | -13.9% | +231.6% | -245.5% | -20.4% |
| YTD | -12.4% | +234.5% | -246.9% | -19.4% |
| 1Y | -15.2% | +174.3% | -189.5% | -21.5% |
| 3Y | -9.9% | +111.5% | -121.3% | -16.9% |
| 5Y | -50.8% | -37.3% | -13.6% | -53.7% |
| All | -37.3% | -81.2% | +44.0% | -40.8% |
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