-39.3%
CLS vs ABCL
+152.2%
-191.6%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.7% | -6.2% | -1.0% |
| 7D | -22.2% | -3.2% | -19.0% | -21.5% |
| 30D | -44.4% | -7.4% | -37.0% | -43.3% |
| 3M | -34.3% | +81.9% | -116.2% | -41.4% |
| 6M | -50.1% | +135.7% | -185.8% | -59.8% |
| YTD | -30.1% | +247.4% | -277.5% | -55.5% |
| 1Y | -39.3% | +162.3% | -201.6% | -49.4% |
| All | -39.3% | +152.2% | -191.6% | -49.4% |
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