+64.0%
CFG vs ABCL
-30.0%
+94.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | -9.4% | +6.2% | -2.1% |
| 7D | -2.2% | -14.9% | +12.7% | -0.5% |
| 30D | +0.4% | -15.4% | +15.7% | +1.9% |
| 3M | -12.6% | +88.0% | -100.6% | -20.7% |
| 6M | +0.6% | +138.8% | -138.2% | -13.1% |
| YTD | +12.4% | +225.4% | -213.0% | -8.2% |
| 1Y | +27.7% | +137.3% | -109.6% | +8.7% |
| 3Y | +172.4% | +136.8% | +35.6% | +117.5% |
| 5Y | +64.0% | -26.2% | +90.2% | +40.4% |
| All | +64.0% | -30.0% | +94.0% | +40.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling