+54.5%
CI vs ABCL
-30.0%
+84.6%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -9.4% | +8.1% | -1.2% |
| 7D | +1.0% | -14.9% | +15.9% | +1.2% |
| 30D | +9.9% | -15.4% | +25.2% | +10.0% |
| 3M | +12.1% | +88.0% | -75.9% | +10.9% |
| 6M | +10.6% | +138.8% | -128.2% | +8.8% |
| YTD | +11.4% | +225.4% | -214.0% | +8.7% |
| 1Y | +18.8% | +137.3% | -118.5% | +16.6% |
| 3Y | +2.9% | +136.8% | -134.0% | +0.1% |
| 5Y | +54.5% | -26.2% | +80.8% | +45.1% |
| All | +54.5% | -30.0% | +84.6% | +45.1% |
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