+156.2%
CMI vs ABCL
+109.3%
+46.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.2% | +4.0% | +2.9% |
| 7D | -0.7% | +0.7% | -1.4% | -0.8% |
| 30D | -13.4% | +93.1% | -106.5% | -20.1% |
| 3M | -17.0% | +79.4% | -96.4% | -23.3% |
| 6M | -1.6% | +214.9% | -216.5% | -16.2% |
| YTD | +11.0% | +234.2% | -223.2% | -6.8% |
| 1Y | +41.9% | +174.8% | -132.9% | +20.8% |
| All | +156.2% | +109.3% | +46.9% | +106.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling