+20.4%
CHD vs ABCL
-81.2%
+101.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -2.9% | +1.4% | -4.3% | -2.9% |
| 30D | -6.2% | +65.1% | -71.3% | -5.7% |
| 3M | +1.6% | +111.1% | -109.5% | +2.5% |
| 6M | -3.5% | +231.6% | -235.1% | -2.2% |
| YTD | +16.2% | +234.5% | -218.3% | +17.8% |
| 1Y | +3.4% | +174.3% | -170.9% | +4.8% |
| 3Y | +4.6% | +111.5% | -106.9% | +6.3% |
| 5Y | +21.1% | -37.3% | +58.4% | +22.1% |
| All | +20.4% | -81.2% | +101.7% | +21.5% |
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