+2,698.6%
CLS vs ABCL
-79.6%
+2,778.2%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -13.9% | +2.3% | -16.2% | -14.1% |
| 30D | -38.2% | -0.7% | -37.5% | -37.9% |
| 3M | -28.8% | +33.4% | -62.2% | -32.1% |
| 6M | -40.4% | +137.8% | -178.2% | -49.4% |
| YTD | -24.3% | +264.3% | -288.6% | -41.0% |
| 1Y | -35.0% | +209.2% | -244.2% | -47.9% |
| 3Y | +778.7% | +208.4% | +570.3% | +567.4% |
| 5Y | +1,884.8% | -11.9% | +1,896.7% | +1,532.4% |
| All | +2,698.6% | -79.6% | +2,778.2% | +2,310.5% |
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