+47.2%
CCL vs ABCL
-79.6%
+126.8%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +5.8% | +2.3% | +3.5% | +5.4% |
| 30D | +17.3% | -0.7% | +17.9% | +16.8% |
| 3M | +11.3% | +33.4% | -22.1% | +4.1% |
| 6M | +18.5% | +137.8% | -119.3% | -4.3% |
| YTD | +2.8% | +264.3% | -261.5% | -24.9% |
| 1Y | +16.7% | +209.2% | -192.4% | -12.1% |
| 3Y | +146.0% | +208.4% | -62.4% | +70.6% |
| 5Y | +33.6% | -11.9% | +45.5% | +9.3% |
| All | +47.2% | -79.6% | +126.8% | +19.3% |
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