-29.6%
CLS vs ABCL
+138.2%
-167.8%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -9.1% | +0.8% | -9.9% | -9.2% |
| 7D | -21.1% | -10.0% | -11.2% | -19.4% |
| 30D | -38.2% | -10.9% | -27.3% | -36.9% |
| 3M | -36.3% | +101.6% | -137.9% | -44.6% |
| 6M | -43.8% | +167.5% | -211.3% | -56.4% |
| YTD | -20.0% | +259.1% | -279.1% | -48.9% |
| 1Y | -29.6% | +152.2% | -181.8% | -37.6% |
| All | -29.6% | +138.2% | -167.8% | -37.6% |
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