-21.0%
CG vs ABCL
+120.4%
-141.4%
-29.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.5% | -9.4% | +2.8% | -6.2% |
| 7D | -1.5% | -14.9% | +13.4% | -1.1% |
| 30D | +2.8% | -15.4% | +18.1% | +3.3% |
| 3M | -19.2% | +88.0% | -107.3% | -21.0% |
| 6M | -21.0% | +138.8% | -159.8% | -26.4% |
| All | -21.0% | +120.4% | -141.4% | -26.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling