+60.1%
CG vs ABCL
-80.5%
+140.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.7% | -7.4% | -1.6% |
| 7D | -1.2% | -3.2% | +2.0% | -0.9% |
| 30D | +5.0% | -7.4% | +12.4% | +5.6% |
| 3M | -18.2% | +81.9% | -100.1% | -27.0% |
| 6M | -20.7% | +135.7% | -156.4% | -33.4% |
| YTD | -31.4% | +247.4% | -278.8% | -46.7% |
| 1Y | -22.3% | +162.3% | -184.5% | -37.0% |
| 3Y | +50.2% | +165.5% | -115.3% | +13.3% |
| 5Y | -22.1% | -21.3% | -0.8% | -35.2% |
| All | +60.1% | -80.5% | +140.7% | +38.1% |
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