+39.0%
CMS vs ABCL
-80.5%
+119.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.7% | -8.9% | -2.1% |
| 7D | -1.3% | -3.2% | +1.9% | -1.3% |
| 30D | +6.3% | -7.4% | +13.7% | +6.3% |
| 3M | -2.1% | +81.9% | -84.0% | -2.3% |
| 6M | -5.1% | +135.7% | -140.8% | -5.6% |
| YTD | +1.3% | +247.4% | -246.1% | +0.3% |
| 1Y | -1.4% | +162.3% | -163.6% | -2.1% |
| 3Y | +36.9% | +165.5% | -128.5% | +35.4% |
| 5Y | +32.5% | -21.3% | +53.8% | +30.7% |
| All | +39.0% | -80.5% | +119.5% | +37.1% |
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 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