+37.6%
CNH vs ABCL
-80.5%
+118.1%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +6.7% | -4.0% | +2.1% |
| 7D | -1.7% | -3.2% | +1.5% | -1.5% |
| 30D | -7.2% | -7.4% | +0.2% | -6.9% |
| 3M | +6.5% | +81.9% | -75.4% | -1.5% |
| 6M | +7.9% | +135.7% | -127.8% | -4.4% |
| YTD | +26.6% | +247.4% | -220.8% | +6.1% |
| 1Y | +13.8% | +162.3% | -148.5% | -1.7% |
| 3Y | +9.2% | +165.5% | -156.3% | -10.5% |
| 5Y | -15.6% | -21.3% | +5.7% | -26.1% |
| All | +37.6% | -80.5% | +118.1% | +22.7% |
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