+639.7%
CEG vs ABCL
+16.5%
+623.2%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +6.7% | +1.4% | +5.3% | +6.5% |
| 30D | +11.0% | +65.1% | -54.1% | +3.8% |
| 3M | +19.5% | +111.1% | -91.6% | +7.4% |
| 6M | -5.9% | +231.6% | -237.4% | -20.8% |
| YTD | -15.0% | +234.5% | -249.5% | -29.1% |
| 1Y | +0.6% | +174.3% | -173.7% | -14.3% |
| 3Y | +180.6% | +111.5% | +69.2% | +137.0% |
| All | +639.7% | +16.5% | +623.2% | +588.6% |
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