+8.4%
CI vs ABCL
+196.9%
-188.5%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +5.2% | -4.5% | +0.7% |
| 7D | +0.1% | +12.4% | -12.3% | +0.2% |
| 30D | +4.7% | -0.4% | +5.0% | +4.7% |
| 3M | +5.2% | +80.4% | -75.2% | +4.9% |
| 6M | +3.8% | +138.5% | -134.8% | +3.3% |
| YTD | +9.2% | +265.5% | -256.3% | +7.9% |
| 1Y | +14.3% | +219.7% | -205.4% | +13.0% |
| 3Y | +8.4% | +209.4% | -201.0% | +7.3% |
| All | +8.4% | +196.9% | -188.5% | +7.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling