+14.1%
CME vs ABCL
+199.8%
-185.7%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.2% | -5.7% | -0.1% |
| 7D | -0.6% | +12.4% | -13.0% | +0.4% |
| 30D | +8.5% | -0.4% | +8.9% | +8.8% |
| 3M | +16.0% | +80.4% | -64.3% | +21.6% |
| 6M | +9.3% | +138.5% | -129.2% | +18.2% |
| YTD | +15.3% | +265.5% | -250.2% | +25.8% |
| All | +14.1% | +199.8% | -185.7% | +24.2% |
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 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