-25.4%
CEG vs ABCL
+198.8%
-224.2%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -3.0% |
| 7D | +1.7% | +2.3% | -0.6% | +1.3% |
| 30D | -10.2% | -0.7% | -9.5% | -10.4% |
| 3M | -0.8% | +33.4% | -34.2% | -5.4% |
| 6M | -11.5% | +137.8% | -149.3% | -26.0% |
| YTD | -23.9% | +264.3% | -288.2% | -45.2% |
| 1Y | -25.4% | +209.2% | -234.6% | -42.9% |
| All | -25.4% | +198.8% | -224.2% | -42.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling