+16.5%
CME vs ABCL
+198.4%
-181.9%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.1% | +1.9% | +0.7% |
| 7D | +3.9% | -3.3% | +7.2% | +3.7% |
| 30D | +11.3% | -7.1% | +18.5% | +11.1% |
| 3M | +19.6% | +4.7% | +14.8% | +20.5% |
| 6M | +8.1% | +140.9% | -132.8% | +16.2% |
| YTD | +20.4% | +236.0% | -215.6% | +29.6% |
| 1Y | +16.5% | +217.4% | -200.9% | +25.9% |
| All | +16.5% | +198.4% | -181.9% | +25.9% |
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