+2,483.5%
CLS vs ABCL
-80.5%
+2,564.0%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -0.6% |
| 7D | -22.2% | -3.2% | -19.0% | -21.7% |
| 30D | -44.4% | -7.4% | -37.0% | -43.5% |
| 3M | -34.3% | +81.9% | -116.2% | -40.7% |
| 6M | -50.1% | +135.7% | -185.8% | -57.6% |
| YTD | -30.1% | +247.4% | -277.5% | -45.1% |
| 1Y | -39.3% | +162.3% | -201.6% | -50.1% |
| 3Y | +732.7% | +165.5% | +567.2% | +544.1% |
| 5Y | +1,777.2% | -21.3% | +1,798.5% | +1,458.5% |
| All | +2,483.5% | -80.5% | +2,564.0% | +2,142.2% |
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