+96.8%
CME vs ABCL
-81.3%
+178.1%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | -0.3% |
| 7D | -1.6% | +0.7% | -2.3% | -1.6% |
| 30D | +6.2% | +93.1% | -86.8% | +7.4% |
| 3M | +10.4% | +79.4% | -69.0% | +11.7% |
| 6M | -9.5% | +214.9% | -224.4% | -8.1% |
| YTD | +6.0% | +234.2% | -228.2% | +7.7% |
| 1Y | +9.3% | +174.8% | -165.5% | +10.9% |
| 3Y | +57.7% | +104.5% | -46.8% | +61.1% |
| 5Y | +77.7% | -39.0% | +116.7% | +79.9% |
| All | +96.8% | -81.3% | +178.1% | +108.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling