+115.1%
CME vs ABCL
-80.5%
+195.6%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.7% | -7.2% | -0.3% |
| 7D | +0.9% | -3.2% | +4.1% | +0.9% |
| 30D | +13.2% | -7.4% | +20.6% | +13.1% |
| 3M | +16.3% | +81.9% | -65.7% | +17.6% |
| 6M | +7.1% | +135.7% | -128.6% | +8.8% |
| YTD | +15.8% | +247.4% | -231.5% | +17.9% |
| 1Y | +17.1% | +162.3% | -145.2% | +19.0% |
| 3Y | +63.2% | +165.5% | -102.3% | +66.5% |
| 5Y | +70.2% | -21.3% | +91.5% | +73.3% |
| All | +115.1% | -80.5% | +195.6% | +128.2% |
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