+49.2%
CI vs ABCL
-81.3%
+130.4%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.3% |
| 7D | +1.3% | +0.7% | +0.6% | +1.3% |
| 30D | +4.4% | +93.1% | -88.6% | +3.8% |
| 3M | +0.7% | +79.4% | -78.8% | 0.0% |
| 6M | +0.3% | +214.9% | -214.5% | -1.0% |
| YTD | +3.8% | +234.2% | -230.4% | +2.2% |
| 1Y | -5.5% | +174.8% | -180.3% | -6.8% |
| 3Y | +8.1% | +104.5% | -96.4% | +6.3% |
| 5Y | +42.8% | -39.0% | +81.8% | +39.4% |
| All | +49.2% | -81.3% | +130.4% | +51.8% |
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