+49.6%
CF vs ABCL
+152.2%
-102.6%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.7% | -6.0% | +1.0% |
| 7D | -3.2% | -3.2% | 0.0% | -3.2% |
| 30D | +4.3% | -7.4% | +11.7% | +4.2% |
| 3M | +2.8% | +81.9% | -79.1% | +6.2% |
| 6M | +0.6% | +135.7% | -135.1% | +8.3% |
| YTD | +56.6% | +247.4% | -190.7% | +70.2% |
| 1Y | +49.6% | +162.3% | -112.6% | +64.9% |
| All | +49.6% | +152.2% | -102.6% | +64.9% |
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