+13.1%
CNH vs ABCL
-41.3%
+54.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.2% | +5.3% | +4.2% |
| 7D | +23.3% | +0.7% | +22.6% | +23.2% |
| 30D | +33.5% | +93.1% | -59.6% | +21.0% |
| 3M | +32.7% | +79.4% | -46.7% | +20.7% |
| 6M | +22.2% | +214.9% | -192.7% | +1.3% |
| YTD | +57.7% | +234.2% | -176.5% | +28.3% |
| 1Y | +28.0% | +174.8% | -146.8% | +5.8% |
| 3Y | +11.5% | +104.5% | -92.9% | -9.3% |
| All | +13.1% | -41.3% | +54.4% | +0.6% |
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 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