+60.7%
COP vs ABCL
+138.2%
-77.5%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.8% | -6.0% | -5.1% |
| 7D | -8.1% | -10.0% | +1.8% | -8.5% |
| 30D | +6.7% | -10.9% | +17.5% | +6.3% |
| 3M | +16.9% | +101.6% | -84.8% | +20.5% |
| 6M | +11.2% | +167.5% | -156.4% | +18.4% |
| YTD | +49.5% | +259.1% | -209.6% | +59.0% |
| 1Y | +60.7% | +152.2% | -91.5% | +73.2% |
| All | +60.7% | +138.2% | -77.5% | +73.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling