+45.9%
CNH vs ABCL
-79.6%
+125.5%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -0.3% | -4.0% | -4.3% |
| 7D | +4.5% | +2.3% | +2.2% | +4.3% |
| 30D | +7.6% | -0.7% | +8.3% | +7.4% |
| 3M | +17.0% | +33.4% | -16.4% | +12.6% |
| 6M | +12.9% | +137.8% | -124.8% | +0.2% |
| YTD | +34.3% | +264.3% | -230.1% | +12.0% |
| 1Y | +28.5% | +209.2% | -180.6% | +9.2% |
| 3Y | +31.9% | +208.4% | -176.6% | +6.6% |
| 5Y | -9.6% | -11.9% | +2.3% | -21.4% |
| All | +45.9% | -79.6% | +125.5% | +29.6% |
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