+283.3%
CF vs ABCL
-81.3%
+364.5%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -3.2% |
| 7D | +6.0% | +0.7% | +5.3% | +6.0% |
| 30D | +14.8% | +93.1% | -78.2% | +11.5% |
| 3M | +14.1% | +79.4% | -65.4% | +10.7% |
| 6M | +28.5% | +214.9% | -186.3% | +21.1% |
| YTD | +74.9% | +234.2% | -159.3% | +63.5% |
| 1Y | +61.7% | +174.8% | -113.1% | +51.9% |
| 3Y | +80.3% | +104.5% | -24.1% | +68.3% |
| 5Y | +226.0% | -39.0% | +265.0% | +213.9% |
| All | +283.3% | -81.3% | +364.5% | +303.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling