+31.0%
CHD vs ABCL
+138.2%
-107.2%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.8% | +1.8% | +2.7% |
| 7D | +6.9% | -10.0% | +16.9% | +6.7% |
| 30D | +17.1% | -10.9% | +28.0% | +17.0% |
| 3M | +9.1% | +101.6% | -92.5% | +11.1% |
| 6M | +21.4% | +167.5% | -146.2% | +24.5% |
| YTD | +34.9% | +259.1% | -224.2% | +39.1% |
| 1Y | +31.0% | +152.2% | -121.1% | +34.0% |
| All | +31.0% | +138.2% | -107.2% | +34.0% |
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