+20.2%
CLF vs ABCL
+138.2%
-118.0%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.2% | +0.8% | -10.0% | -9.3% |
| 7D | -7.9% | -10.0% | +2.1% | -6.9% |
| 30D | +5.2% | -10.9% | +16.1% | +6.2% |
| 3M | +4.3% | +101.6% | -97.3% | -6.4% |
| 6M | +25.3% | +167.5% | -142.3% | +3.3% |
| YTD | -3.3% | +259.1% | -262.4% | -27.1% |
| 1Y | +20.2% | +152.2% | -131.9% | -1.1% |
| All | +20.2% | +138.2% | -118.0% | -1.1% |
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 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