+141.7%
CMI vs ABCL
-80.4%
+222.1%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -4.1% | +6.1% | +2.3% |
| 7D | -1.8% | -2.7% | +0.9% | -1.6% |
| 30D | -12.2% | -5.4% | -6.8% | -12.0% |
| 3M | -26.5% | +22.4% | -49.0% | -28.2% |
| 6M | -33.6% | +127.6% | -161.2% | -39.5% |
| YTD | -8.3% | +249.4% | -257.7% | -20.2% |
| 1Y | -1.3% | +198.0% | -199.3% | -13.0% |
| 3Y | +124.8% | +195.8% | -71.0% | +91.1% |
| 5Y | +119.9% | -20.6% | +140.5% | +94.4% |
| All | +141.7% | -80.4% | +222.1% | +125.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling