+518.2%
CEG vs ABCL
+21.0%
+497.3%
-50.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +6.7% | -2.4% | +3.5% |
| 7D | -4.7% | -3.2% | -1.6% | -4.5% |
| 30D | -16.6% | -7.4% | -9.2% | -16.0% |
| 3M | -4.1% | +81.9% | -86.1% | -11.8% |
| 6M | -22.3% | +135.7% | -158.0% | -31.9% |
| YTD | -28.9% | +247.4% | -276.3% | -41.3% |
| 1Y | -28.5% | +162.3% | -190.7% | -39.0% |
| 3Y | +104.3% | +165.5% | -61.2% | +67.1% |
| All | +518.2% | +21.0% | +497.3% | +470.2% |
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