+5.5%
CNC vs ABCL
-81.9%
+87.4%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.4% | +2.6% | -0.8% |
| 7D | -4.9% | -2.7% | -2.1% | -4.8% |
| 30D | -3.8% | +18.3% | -22.1% | -4.0% |
| 3M | -3.2% | +108.5% | -111.7% | -4.3% |
| 6M | +47.9% | +213.9% | -166.0% | +45.8% |
| YTD | +55.7% | +223.1% | -167.4% | +53.4% |
| 1Y | +106.2% | +160.6% | -54.4% | +103.3% |
| 3Y | -2.1% | +104.3% | -106.3% | -3.1% |
| 5Y | +3.4% | -40.0% | +43.4% | +1.9% |
| All | +5.5% | -81.9% | +87.4% | +9.7% |
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 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