-49.6%
CLF vs ABCL
-30.0%
-19.6%
-82.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -12.2% | -9.4% | -2.9% | -10.1% |
| 7D | -21.0% | -14.9% | -6.1% | -18.2% |
| 30D | -8.0% | -15.4% | +7.4% | -4.8% |
| 3M | -10.9% | +88.0% | -98.9% | -25.9% |
| 6M | +5.8% | +138.8% | -133.0% | -19.7% |
| YTD | -15.1% | +225.4% | -240.6% | -41.9% |
| 1Y | +7.2% | +137.3% | -130.1% | -20.7% |
| 3Y | -34.2% | +136.8% | -171.0% | -55.6% |
| 5Y | -49.6% | -26.2% | -23.4% | -61.0% |
| All | -49.6% | -30.0% | -19.6% | -61.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling