-4.1%
CMG vs ABCL
-26.2%
+22.1%
-59.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.1% | +1.4% | +0.4% |
| 7D | +2.5% | -3.3% | +5.8% | +2.7% |
| 30D | +15.6% | -7.1% | +22.7% | +15.9% |
| 3M | +8.2% | +4.7% | +3.4% | +6.8% |
| 6M | +9.9% | +140.9% | -131.0% | -1.6% |
| YTD | -4.6% | +236.0% | -240.6% | -18.5% |
| 1Y | +12.4% | +217.4% | -205.0% | -3.4% |
| 3Y | -18.0% | +188.7% | -206.7% | -33.1% |
| All | -4.1% | -26.2% | +22.1% | -3.7% |
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 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