+15.6%
CNC vs ABCL
-79.6%
+95.2%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.3% | +2.7% | +2.4% |
| 7D | +4.0% | +2.3% | +1.7% | +4.0% |
| 30D | +7.4% | -0.7% | +8.1% | +7.4% |
| 3M | +5.4% | +33.4% | -28.0% | +5.0% |
| 6M | +25.4% | +137.8% | -112.4% | +23.9% |
| YTD | +70.6% | +264.3% | -193.8% | +67.7% |
| 1Y | +104.9% | +209.2% | -104.2% | +101.6% |
| 3Y | -2.3% | +208.4% | -210.8% | -4.0% |
| 5Y | -6.5% | -11.9% | +5.4% | -7.8% |
| All | +15.6% | -79.6% | +95.2% | +20.0% |
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