+146.0%
CCL vs ABCL
+206.1%
-60.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +4.8% |
| 6M | +18.5% | +137.8% | -119.3% | -3.3% |
| YTD | +2.8% | +264.3% | -261.5% | -24.4% |
| 1Y | +16.7% | +209.2% | -192.4% | -11.5% |
| 3Y | +146.0% | +208.4% | -62.4% | +62.9% |
| All | +146.0% | +206.1% | -60.1% | +62.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling