-15.7%
CLF vs ABCL
-80.5%
+64.9%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +6.7% | -5.1% | +0.2% |
| 7D | -19.6% | -3.2% | -16.4% | -19.1% |
| 30D | -5.0% | -7.4% | +2.4% | -3.7% |
| 3M | -6.3% | +81.9% | -88.2% | -20.5% |
| 6M | +2.8% | +135.7% | -132.9% | -20.4% |
| YTD | -13.7% | +247.4% | -261.1% | -40.4% |
| 1Y | +13.6% | +162.3% | -148.7% | -16.5% |
| 3Y | -34.0% | +165.5% | -199.5% | -55.1% |
| 5Y | -48.7% | -21.3% | -27.5% | -58.0% |
| All | -15.7% | -80.5% | +64.9% | -13.8% |
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 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