+72.5%
CME vs ABCL
-8.0%
+80.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.3% | +1.8% | +1.5% |
| 7D | +1.7% | +2.3% | -0.6% | +1.7% |
| 30D | +10.2% | -0.7% | +10.8% | +10.2% |
| 3M | +17.8% | +33.4% | -15.6% | +18.4% |
| 6M | +11.0% | +137.8% | -126.8% | +12.5% |
| YTD | +17.0% | +264.3% | -247.3% | +18.4% |
| 1Y | +15.8% | +209.2% | -193.4% | +17.3% |
| 3Y | +61.8% | +208.4% | -146.6% | +63.5% |
| 5Y | +72.5% | -11.9% | +84.4% | +79.1% |
| All | +72.5% | -8.0% | +80.5% | +79.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling