+37.6%
CMS vs ABCL
-81.3%
+118.8%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.2% | +1.0% | -0.2% |
| 7D | +0.4% | +0.7% | -0.3% | +0.4% |
| 30D | -3.6% | +93.1% | -96.7% | -3.9% |
| 3M | -1.9% | +79.4% | -81.4% | -2.1% |
| 6M | -11.0% | +214.9% | -225.8% | -11.7% |
| YTD | +0.2% | +234.2% | -234.0% | -0.7% |
| 1Y | -1.3% | +174.8% | -176.1% | -2.2% |
| 3Y | +35.9% | +104.5% | -68.5% | +34.5% |
| 5Y | +23.1% | -39.0% | +62.1% | +21.2% |
| All | +37.6% | -81.3% | +118.8% | +35.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling