+42.2%
CMG vs ABCL
-81.2%
+123.4%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -1.5% | +1.4% | -2.9% | -1.6% |
| 30D | +12.7% | +65.1% | -52.4% | +7.4% |
| 3M | +26.3% | +111.1% | -84.8% | +17.1% |
| 6M | +4.5% | +231.6% | -227.1% | -8.0% |
| YTD | -0.1% | +234.5% | -234.6% | -12.6% |
| 1Y | -6.8% | +174.3% | -181.1% | -17.4% |
| 3Y | -5.0% | +111.5% | -116.5% | -16.7% |
| 5Y | -3.0% | -37.3% | +34.3% | -7.3% |
| All | +42.2% | -81.2% | +123.4% | +43.7% |
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