+152.7%
CFG vs ABCL
-81.3%
+234.0%
-56.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | 0.0% |
| 7D | +1.5% | +0.7% | +0.8% | +1.5% |
| 30D | -3.8% | +93.1% | -96.9% | -10.6% |
| 3M | +11.5% | +79.4% | -67.9% | +3.7% |
| 6M | +19.2% | +214.9% | -195.7% | +3.7% |
| YTD | +23.7% | +234.2% | -210.5% | +6.2% |
| 1Y | +38.8% | +174.8% | -135.9% | +20.6% |
| 3Y | +178.9% | +104.5% | +74.4% | +138.1% |
| 5Y | +101.8% | -39.0% | +140.8% | +77.8% |
| All | +152.7% | -81.3% | +234.0% | +130.2% |
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