+243.1%
CF vs ABCL
-80.5%
+323.7%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | +0.5% |
| 7D | -3.2% | -3.2% | 0.0% | -3.1% |
| 30D | +4.3% | -7.4% | +11.7% | +4.5% |
| 3M | +2.8% | +81.9% | -79.1% | -0.2% |
| 6M | +0.6% | +135.7% | -135.1% | -3.8% |
| YTD | +56.6% | +247.4% | -190.7% | +45.8% |
| 1Y | +49.6% | +162.3% | -112.6% | +41.4% |
| 3Y | +61.5% | +165.5% | -104.0% | +48.1% |
| 5Y | +124.0% | -21.3% | +145.2% | +114.6% |
| All | +243.1% | -80.5% | +323.7% | +260.0% |
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