+281.6%
COP vs ABCL
-79.6%
+361.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.2% | +0.8% |
| 7D | -6.1% | +2.3% | -8.4% | -6.2% |
| 30D | +1.1% | -0.7% | +1.8% | +1.0% |
| 3M | +10.9% | +33.4% | -22.5% | +9.6% |
| 6M | +20.8% | +137.8% | -117.0% | +16.4% |
| YTD | +48.0% | +264.3% | -216.3% | +39.4% |
| 1Y | +58.5% | +209.2% | -150.7% | +50.4% |
| 3Y | +28.1% | +208.4% | -180.3% | +18.2% |
| 5Y | +120.5% | -11.9% | +132.3% | +108.5% |
| All | +281.6% | -79.6% | +361.2% | +284.1% |
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