+136.9%
CMI vs ABCL
-79.6%
+216.5%
-38.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.3% | -2.3% | -2.6% |
| 7D | -9.3% | +2.3% | -11.6% | -9.5% |
| 30D | -13.2% | -0.7% | -12.5% | -13.3% |
| 3M | -28.2% | +33.4% | -61.6% | -30.3% |
| 6M | -32.7% | +137.8% | -170.5% | -38.9% |
| YTD | -10.1% | +264.3% | -274.4% | -22.0% |
| 1Y | -4.9% | +209.2% | -214.0% | -16.4% |
| 3Y | +120.4% | +208.4% | -88.1% | +86.7% |
| 5Y | +114.3% | -11.9% | +126.1% | +88.7% |
| All | +136.9% | -79.6% | +216.5% | +120.6% |
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