-18.9%
CG vs ABCL
+198.8%
-217.7%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.3% | -1.1% | -1.4% |
| 7D | +2.0% | +2.3% | -0.3% | +1.7% |
| 30D | +8.5% | -0.7% | +9.2% | +8.3% |
| 3M | -12.1% | +33.4% | -45.5% | -15.7% |
| 6M | -16.4% | +137.8% | -154.2% | -28.1% |
| YTD | -28.0% | +264.3% | -292.3% | -46.8% |
| 1Y | -18.9% | +209.2% | -228.1% | -36.6% |
| All | -18.9% | +198.8% | -217.7% | -36.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling