+31.6%
CHD vs ABCL
-26.2%
+57.8%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +3.6% | -3.3% | +6.9% | +3.6% |
| 30D | +10.4% | -7.1% | +17.5% | +10.4% |
| 3M | +12.2% | +4.7% | +7.4% | +12.3% |
| 6M | +19.9% | +140.9% | -121.0% | +21.1% |
| YTD | +36.4% | +236.0% | -199.6% | +38.2% |
| 1Y | +35.1% | +217.4% | -182.3% | +36.9% |
| 3Y | +29.2% | +188.7% | -159.5% | +31.2% |
| All | +31.6% | -26.2% | +57.8% | +25.4% |
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 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