+1,876.2%
CLS vs ABCL
-7.7%
+1,883.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +7.9% | +5.2% | +2.6% | +6.8% |
| 7D | -10.6% | +12.4% | -23.0% | -12.5% |
| 30D | -38.4% | -0.4% | -38.1% | -38.2% |
| 3M | -29.9% | +80.4% | -110.2% | -38.2% |
| 6M | -40.6% | +138.5% | -179.2% | -51.8% |
| YTD | -24.6% | +265.5% | -290.1% | -45.2% |
| 1Y | -30.8% | +219.7% | -250.5% | -48.0% |
| 3Y | +811.7% | +209.4% | +602.3% | +537.4% |
| All | +1,876.2% | -7.7% | +1,883.9% | +1,445.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling