+42.6%
CMS vs ABCL
-81.2%
+123.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.7% |
| 7D | +1.7% | -3.3% | +5.0% | +1.7% |
| 30D | +6.2% | -7.1% | +13.3% | +6.2% |
| 3M | +0.6% | +4.7% | -4.1% | +0.6% |
| 6M | -1.8% | +140.9% | -142.6% | -2.3% |
| YTD | +3.8% | +236.0% | -232.1% | +2.9% |
| 1Y | -1.8% | +217.4% | -219.2% | -2.6% |
| 3Y | +39.8% | +188.7% | -148.9% | +38.1% |
| 5Y | +37.1% | -23.5% | +60.6% | +35.2% |
| All | +42.6% | -81.2% | +123.7% | +40.7% |
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