+639.5%
CEG vs ABCL
+16.4%
+623.1%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.2% | +6.1% | +5.0% |
| 7D | +8.0% | +0.7% | +7.3% | +7.9% |
| 30D | +12.9% | +93.1% | -80.1% | +3.5% |
| 3M | +13.2% | +79.4% | -66.3% | +3.8% |
| 6M | -7.0% | +214.9% | -221.9% | -21.2% |
| YTD | -15.0% | +234.2% | -249.2% | -29.1% |
| 1Y | -2.7% | +174.8% | -177.5% | -17.2% |
| 3Y | +184.1% | +104.5% | +79.6% | +141.0% |
| All | +639.5% | +16.4% | +623.1% | +588.4% |
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