+2,904.2%
CLS vs ABCL
-81.2%
+2,985.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.1% | -4.3% | -5.2% |
| 7D | +16.3% | -3.3% | +19.6% | +16.9% |
| 30D | -25.7% | -7.1% | -18.6% | -24.6% |
| 3M | -30.9% | +4.7% | -35.6% | -31.5% |
| 6M | -35.5% | +140.9% | -176.4% | -45.4% |
| YTD | -18.7% | +236.0% | -254.7% | -35.9% |
| 1Y | -17.9% | +217.4% | -235.3% | -34.5% |
| 3Y | +838.1% | +188.7% | +649.4% | +620.4% |
| 5Y | +1,971.9% | -23.5% | +1,995.4% | +1,629.0% |
| All | +2,904.2% | -81.2% | +2,985.4% | +2,520.5% |
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