-32.5%
CLS vs ABCL
+213.9%
-246.4%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.8% | +0.5% |
| 7D | -13.9% | +2.3% | -16.2% | -14.2% |
| 30D | -38.2% | -0.7% | -37.5% | -37.9% |
| 3M | -28.8% | +33.4% | -62.2% | -32.2% |
| 6M | -40.4% | +137.8% | -178.2% | -51.3% |
| YTD | -24.3% | +264.3% | -288.6% | -52.5% |
| All | -32.5% | +213.9% | -246.4% | -47.8% |
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