-8.7%
CMG vs ABCL
+164.4%
-173.0%
-33.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -3.4% | +0.9% | -2.4% |
| 7D | -6.5% | -2.7% | -3.7% | -6.4% |
| 30D | +12.1% | +18.3% | -6.2% | +10.9% |
| 3M | +20.6% | +108.5% | -87.9% | +14.3% |
| 6M | +2.1% | +213.9% | -211.8% | -9.4% |
| YTD | -2.6% | +223.1% | -225.7% | -14.6% |
| 1Y | -8.7% | +160.6% | -169.3% | -16.8% |
| All | -8.7% | +164.4% | -173.0% | -16.8% |
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