+33.6%
CCL vs ABCL
-8.0%
+41.6%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.3% | +0.1% | -0.2% |
| 7D | +5.8% | +2.3% | +3.5% | +5.2% |
| 30D | +17.3% | -0.7% | +17.9% | +16.6% |
| 3M | +11.3% | +33.4% | -22.1% | +2.3% |
| 6M | +18.5% | +137.8% | -119.3% | -10.0% |
| YTD | +2.8% | +264.3% | -261.5% | -31.8% |
| 1Y | +16.7% | +209.2% | -192.4% | -19.3% |
| 3Y | +146.0% | +208.4% | -62.4% | +50.0% |
| 5Y | +33.6% | -11.9% | +45.5% | +11.8% |
| All | +33.6% | -8.0% | +41.6% | +11.8% |
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