+12.0%
CCL vs ABCL
-81.3%
+93.3%
-79.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.2% | +1.3% | +0.3% |
| 7D | -5.0% | +0.7% | -5.8% | -5.2% |
| 30D | -20.3% | +93.1% | -113.4% | -31.1% |
| 3M | -15.1% | +79.4% | -94.6% | -26.4% |
| 6M | -15.1% | +214.9% | -230.0% | -34.9% |
| YTD | -21.8% | +234.2% | -256.0% | -41.5% |
| 1Y | -24.8% | +174.8% | -199.5% | -42.5% |
| 3Y | +51.9% | +104.5% | -52.6% | +14.5% |
| 5Y | +4.0% | -39.0% | +43.0% | -12.5% |
| All | +12.0% | -81.3% | +93.3% | -7.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling