+283.5%
COP vs ABCL
-80.5%
+364.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | +0.4% |
| 7D | -11.5% | -3.2% | -8.4% | -11.5% |
| 30D | +5.0% | -7.4% | +12.4% | +5.1% |
| 3M | +17.5% | +81.9% | -64.4% | +14.7% |
| 6M | +16.2% | +135.7% | -119.5% | +12.1% |
| YTD | +48.8% | +247.4% | -198.6% | +40.3% |
| 1Y | +64.1% | +162.3% | -98.2% | +56.7% |
| 3Y | +25.7% | +165.5% | -139.8% | +16.6% |
| 5Y | +114.4% | -21.3% | +135.6% | +103.1% |
| All | +283.5% | -80.5% | +364.0% | +286.5% |
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