+123.6%
CME vs ABCL
-81.2%
+204.7%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.8% |
| 7D | +3.9% | -3.3% | +7.2% | +3.9% |
| 30D | +11.3% | -7.1% | +18.5% | +11.3% |
| 3M | +19.6% | +4.7% | +14.8% | +19.8% |
| 6M | +8.1% | +140.9% | -132.8% | +9.7% |
| YTD | +20.4% | +236.0% | -215.6% | +22.4% |
| 1Y | +16.5% | +217.4% | -200.9% | +18.5% |
| 3Y | +66.4% | +188.7% | -122.2% | +69.5% |
| 5Y | +74.5% | -23.5% | +98.0% | +77.6% |
| All | +123.6% | -81.2% | +204.7% | +137.1% |
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