+31.2%
CHD vs ABCL
-21.8%
+53.0%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +6.7% | -8.5% | -1.7% |
| 7D | +2.0% | -3.2% | +5.1% | +1.9% |
| 30D | +13.0% | -7.4% | +20.4% | +13.0% |
| 3M | +6.1% | +81.9% | -75.8% | +6.8% |
| 6M | +15.9% | +135.7% | -119.9% | +17.0% |
| YTD | +31.6% | +247.4% | -215.8% | +33.4% |
| 1Y | +28.5% | +162.3% | -133.8% | +30.0% |
| 3Y | +30.5% | +165.5% | -135.0% | +32.6% |
| All | +31.2% | -21.8% | +53.0% | +28.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling