+31.4%
CL vs ABCL
-80.5%
+111.9%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.7% | -8.9% | -2.0% |
| 7D | +1.3% | -3.2% | +4.5% | +1.3% |
| 30D | +11.4% | -7.4% | +18.8% | +11.3% |
| 3M | +4.4% | +81.9% | -77.5% | +5.9% |
| 6M | +10.8% | +135.7% | -124.9% | +13.0% |
| YTD | +25.1% | +247.4% | -222.2% | +28.8% |
| 1Y | +28.0% | +162.3% | -134.3% | +31.1% |
| 3Y | +37.6% | +165.5% | -127.9% | +42.0% |
| 5Y | +39.7% | -21.3% | +61.0% | +41.6% |
| All | +31.4% | -80.5% | +111.9% | +31.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling