-2.5%
CMG vs ABCL
-41.3%
+38.8%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -2.8% | +0.7% | -3.5% | -2.9% |
| 30D | +7.1% | +93.1% | -85.9% | 0.0% |
| 3M | +31.2% | +79.4% | -48.3% | +22.5% |
| 6M | +0.7% | +214.9% | -214.2% | -12.1% |
| YTD | -0.1% | +234.2% | -234.3% | -13.9% |
| 1Y | -10.7% | +174.8% | -185.5% | -22.0% |
| 3Y | -4.7% | +104.5% | -109.1% | -16.6% |
| All | -2.5% | -41.3% | +38.8% | -4.0% |
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