+169.5%
CMI vs ABCL
-39.9%
+209.4%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | +0.1% | +0.1% |
| 7D | +1.9% | +1.4% | +0.5% | +1.7% |
| 30D | -12.5% | +65.1% | -77.6% | -17.6% |
| 3M | -16.2% | +111.1% | -127.3% | -23.7% |
| 6M | +4.9% | +231.6% | -226.7% | -10.2% |
| YTD | +11.1% | +234.5% | -223.4% | -5.5% |
| 1Y | +43.4% | +174.3% | -131.0% | +23.6% |
| 3Y | +154.1% | +111.5% | +42.6% | +114.7% |
| 5Y | +169.5% | -37.3% | +206.8% | +128.2% |
| All | +169.5% | -39.9% | +209.4% | +128.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling