+11.7%
CMI vs ABCL
+138.2%
-126.6%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.8% | -6.6% | -5.8% |
| 7D | -11.2% | -10.0% | -1.2% | -10.5% |
| 30D | -9.8% | -10.9% | +1.0% | -9.1% |
| 3M | -25.5% | +101.6% | -127.2% | -31.4% |
| 6M | -27.7% | +167.5% | -195.2% | -38.2% |
| YTD | -6.6% | +259.1% | -265.7% | -27.1% |
| 1Y | +11.7% | +152.2% | -140.5% | -10.3% |
| All | +11.7% | +138.2% | -126.6% | -10.3% |
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