+35.4%
CMS vs ABCL
-30.0%
+65.5%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -9.4% | +8.9% | -0.4% |
| 7D | +1.7% | -14.9% | +16.6% | +1.7% |
| 30D | +8.6% | -15.4% | +24.0% | +8.7% |
| 3M | -0.5% | +88.0% | -88.5% | -1.2% |
| 6M | -4.2% | +138.8% | -143.0% | -5.3% |
| YTD | +3.4% | +225.4% | -222.0% | +1.5% |
| 1Y | +0.4% | +137.3% | -136.9% | -1.0% |
| 3Y | +38.2% | +136.8% | -98.6% | +35.5% |
| 5Y | +35.4% | -26.2% | +61.7% | +29.7% |
| All | +35.4% | -30.0% | +65.5% | +29.7% |
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 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