+42.6%
CMI vs ABCL
+164.4%
-121.8%
-24.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.4% | +2.2% | -0.9% |
| 7D | +0.7% | -2.7% | +3.4% | +1.0% |
| 30D | -12.3% | +18.3% | -30.6% | -13.9% |
| 3M | -16.8% | +108.5% | -125.3% | -25.1% |
| 6M | +1.5% | +213.9% | -212.4% | -16.8% |
| YTD | +9.8% | +223.1% | -213.3% | -11.7% |
| 1Y | +42.6% | +160.6% | -118.0% | +18.1% |
| All | +42.6% | +164.4% | -121.8% | +18.1% |
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