+65.9%
CG vs ABCL
-80.4%
+146.3%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.1% | +2.7% | -0.8% |
| 7D | -3.8% | -2.7% | -1.1% | -3.4% |
| 30D | +7.5% | -5.4% | +12.9% | +7.9% |
| 3M | -14.4% | +22.4% | -36.8% | -18.0% |
| 6M | -15.7% | +127.6% | -143.3% | -28.7% |
| YTD | -29.0% | +249.4% | -278.4% | -44.8% |
| 1Y | -22.1% | +198.0% | -220.1% | -38.0% |
| 3Y | +49.1% | +195.8% | -146.6% | +10.8% |
| 5Y | -18.4% | -20.6% | +2.2% | -32.1% |
| All | +65.9% | -80.4% | +146.3% | +42.9% |
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