+23.0%
CHD vs ABCL
-81.3%
+104.2%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | -0.1% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | -4.6% | +93.1% | -97.7% | -3.9% |
| 3M | +5.0% | +79.4% | -74.4% | +5.8% |
| 6M | -3.2% | +214.9% | -218.1% | -2.0% |
| YTD | +18.6% | +234.2% | -215.6% | +20.3% |
| 1Y | +4.8% | +174.8% | -169.9% | +6.2% |
| 3Y | +6.1% | +104.5% | -98.3% | +7.9% |
| 5Y | +24.0% | -39.0% | +63.0% | +25.0% |
| All | +23.0% | -81.3% | +104.2% | +24.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling