+14.2%
CCL vs ABCL
+198.4%
-184.2%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.1% | +0.7% | -0.2% |
| 7D | -1.2% | -3.3% | +2.1% | -0.8% |
| 30D | +13.1% | -7.1% | +20.2% | +13.8% |
| 3M | +3.4% | +4.7% | -1.4% | +2.0% |
| 6M | +18.7% | +140.9% | -122.2% | -2.8% |
| YTD | -2.3% | +236.0% | -238.2% | -29.2% |
| 1Y | +14.2% | +217.4% | -203.2% | -16.4% |
| All | +14.2% | +198.4% | -184.2% | -16.4% |
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