+17.4%
CNC vs ABCL
-81.2%
+98.6%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.1% | +2.5% | +1.4% |
| 7D | +2.2% | -3.3% | +5.5% | +2.2% |
| 30D | +1.6% | -7.1% | +8.7% | +1.6% |
| 3M | +7.9% | +4.7% | +3.2% | +7.8% |
| 6M | +21.2% | +140.9% | -119.7% | +19.7% |
| YTD | +73.2% | +236.0% | -162.8% | +70.5% |
| 1Y | +97.5% | +217.4% | -119.9% | +94.4% |
| 3Y | -1.2% | +188.7% | -189.9% | -2.8% |
| 5Y | -6.1% | -23.5% | +17.5% | -7.3% |
| All | +17.4% | -81.2% | +98.6% | +22.0% |
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