+71.4%
CNH vs ABCL
-81.3%
+152.7%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +23.1% |
| 3M | +32.7% | +79.4% | -46.7% | +22.7% |
| 6M | +22.2% | +214.9% | -192.7% | +4.9% |
| YTD | +57.7% | +234.2% | -176.5% | +33.4% |
| 1Y | +28.0% | +174.8% | -146.8% | +9.7% |
| 3Y | +11.5% | +104.5% | -92.9% | -6.0% |
| 5Y | +11.9% | -39.0% | +50.9% | -0.7% |
| All | +71.4% | -81.3% | +152.7% | +54.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling