-5.4%
CLF vs ABCL
-79.6%
+74.2%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | -9.1% | +2.3% | -11.4% | -9.4% |
| 30D | -0.9% | -0.7% | -0.2% | -1.0% |
| 3M | +3.0% | +33.4% | -30.4% | -5.1% |
| 6M | +16.7% | +137.8% | -121.1% | -9.6% |
| YTD | -3.2% | +264.3% | -267.5% | -33.8% |
| 1Y | +24.6% | +209.2% | -184.6% | -11.4% |
| 3Y | -22.3% | +208.4% | -230.7% | -48.8% |
| 5Y | -41.2% | -11.9% | -29.3% | -52.9% |
| All | -5.4% | -79.6% | +74.2% | -4.2% |
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