-14.7%
CMG vs ABCL
+196.9%
-211.6%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.2% | -1.4% | +3.7% |
| 7D | +8.6% | +12.4% | -3.8% | +8.3% |
| 30D | +13.1% | -0.4% | +13.5% | +13.1% |
| 3M | +9.0% | +80.4% | -71.4% | +6.5% |
| 6M | +10.0% | +138.5% | -128.5% | +5.7% |
| YTD | -3.4% | +265.5% | -268.9% | -9.5% |
| 1Y | +16.8% | +219.7% | -202.9% | +9.8% |
| 3Y | -14.7% | +209.4% | -224.1% | -21.8% |
| All | -14.7% | +196.9% | -211.6% | -21.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling