+60.4%
CF vs ABCL
+139.9%
-79.5%
-29.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.2% | -9.4% | +15.5% | +6.2% |
| 7D | +0.4% | -14.9% | +15.3% | +0.5% |
| 30D | +2.2% | -15.4% | +17.6% | +2.3% |
| 3M | +2.1% | +88.0% | -85.9% | +1.1% |
| 6M | -6.5% | +138.8% | -145.4% | -7.8% |
| YTD | +55.6% | +225.4% | -169.9% | +51.0% |
| 1Y | +42.3% | +137.3% | -95.0% | +40.1% |
| All | +60.4% | +139.9% | -79.5% | +53.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling