+114.1%
CME vs ABCL
-79.5%
+193.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.7% | -0.3% |
| 7D | -0.6% | +12.4% | -13.0% | -0.3% |
| 30D | +8.5% | -0.4% | +8.9% | +8.6% |
| 3M | +16.0% | +80.4% | -64.3% | +17.4% |
| 6M | +9.3% | +138.5% | -129.2% | +11.2% |
| YTD | +15.3% | +265.5% | -250.2% | +17.5% |
| 1Y | +14.4% | +219.7% | -205.3% | +16.5% |
| 3Y | +59.9% | +209.4% | -149.5% | +63.2% |
| 5Y | +69.4% | -15.0% | +84.5% | +72.8% |
| All | +114.1% | -79.5% | +193.6% | +127.4% |
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 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