+2.8%
CNC vs ABCL
-39.9%
+42.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.1% | -3.8% | -3.7% |
| 7D | -1.0% | +1.4% | -2.4% | -1.0% |
| 30D | -1.8% | +65.1% | -66.9% | -2.7% |
| 3M | -0.7% | +111.1% | -111.8% | -2.0% |
| 6M | +47.9% | +231.6% | -183.6% | +45.2% |
| YTD | +56.9% | +234.5% | -177.6% | +54.0% |
| 1Y | +123.9% | +174.3% | -50.4% | +119.9% |
| 3Y | -1.3% | +111.5% | -112.7% | -2.3% |
| 5Y | +2.8% | -37.3% | +40.0% | -2.7% |
| All | +2.8% | -39.9% | +42.7% | -2.7% |
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