+41.8%
CNH vs ABCL
-81.2%
+122.9%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.4% |
| 7D | +3.0% | -3.3% | +6.3% | +3.4% |
| 30D | -0.6% | -7.1% | +6.5% | -0.2% |
| 3M | +14.6% | +4.7% | +9.9% | +13.1% |
| 6M | +11.8% | +140.9% | -129.1% | -1.2% |
| YTD | +30.4% | +236.0% | -205.5% | +9.7% |
| 1Y | +19.1% | +217.4% | -198.3% | +0.7% |
| 3Y | +30.2% | +188.7% | -158.5% | +5.9% |
| 5Y | -17.8% | -23.5% | +5.7% | -27.8% |
| All | +41.8% | -81.2% | +122.9% | +26.9% |
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