+24.4%
CLF vs ABCL
+201.8%
-177.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.8% | +2.2% | -0.2% |
| 7D | +16.0% | +4.4% | +11.6% | +15.3% |
| 30D | +1.6% | -7.9% | +9.5% | +2.5% |
| 3M | +6.7% | +12.2% | -5.5% | +4.2% |
| 6M | +21.1% | +134.7% | -113.6% | +0.8% |
| YTD | -1.6% | +239.8% | -241.3% | -28.1% |
| All | +24.4% | +201.8% | -177.5% | -7.0% |
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 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