-24.0%
CG vs ABCL
+198.4%
-222.4%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.1% | +2.2% | +1.2% |
| 7D | +0.2% | -3.3% | +3.5% | +0.5% |
| 30D | +11.2% | -7.1% | +18.3% | +11.7% |
| 3M | -22.1% | +4.7% | -26.8% | -23.2% |
| 6M | -17.9% | +140.9% | -158.8% | -30.3% |
| YTD | -31.3% | +236.0% | -267.3% | -48.8% |
| 1Y | -24.0% | +217.4% | -241.4% | -42.1% |
| All | -24.0% | +198.4% | -222.4% | -42.1% |
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 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