+562.3%
CEG vs ABCL
+26.9%
+535.4%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +1.7% | +2.3% | -0.6% | +1.4% |
| 30D | -10.2% | -0.7% | -9.5% | -10.3% |
| 3M | -0.8% | +33.4% | -34.2% | -4.8% |
| 6M | -11.5% | +137.8% | -149.3% | -22.4% |
| YTD | -23.9% | +264.3% | -288.2% | -37.4% |
| 1Y | -25.4% | +209.2% | -234.6% | -37.5% |
| 3Y | +124.2% | +208.4% | -84.3% | +80.0% |
| All | +562.3% | +26.9% | +535.4% | +507.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling