+127.6%
CFG vs ABCL
-80.5%
+208.1%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +6.7% | -7.7% | -1.5% |
| 7D | -0.9% | -3.2% | +2.3% | -0.7% |
| 30D | +1.1% | -7.4% | +8.5% | +1.5% |
| 3M | -12.0% | +81.9% | -93.9% | -18.0% |
| 6M | -2.2% | +135.7% | -137.9% | -12.5% |
| YTD | +11.4% | +247.4% | -236.0% | -5.2% |
| 1Y | +27.8% | +162.3% | -134.4% | +11.8% |
| 3Y | +173.3% | +165.5% | +7.8% | +127.5% |
| 5Y | +62.4% | -21.3% | +83.7% | +41.8% |
| All | +127.6% | -80.5% | +208.1% | +105.5% |
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