+22.2%
CCL vs ABCL
-21.8%
+44.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +6.7% | -6.8% | -1.5% |
| 7D | +2.6% | -3.2% | +5.8% | +2.9% |
| 30D | +13.1% | -7.4% | +20.5% | +14.2% |
| 3M | +3.3% | +81.9% | -78.6% | -13.6% |
| 6M | +8.7% | +135.7% | -127.0% | -17.6% |
| YTD | -1.6% | +247.4% | -249.0% | -34.1% |
| 1Y | +14.0% | +162.3% | -148.3% | -18.3% |
| 3Y | +145.1% | +165.5% | -20.3% | +56.3% |
| All | +22.2% | -21.8% | +44.0% | +4.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling