+27.6%
CL vs ABCL
+189.1%
-161.4%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -2.8% | +2.7% | -0.2% |
| 7D | -0.8% | +4.4% | -5.2% | -0.6% |
| 30D | +9.5% | -7.9% | +17.3% | +9.4% |
| 3M | +6.6% | +12.2% | -5.6% | +7.1% |
| 6M | +13.2% | +134.7% | -121.5% | +15.0% |
| YTD | +26.9% | +239.8% | -212.9% | +29.4% |
| 1Y | +27.6% | +192.7% | -165.1% | +30.3% |
| All | +27.6% | +189.1% | -161.4% | +30.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling