+64.1%
COP vs ABCL
+152.2%
-88.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +6.7% | -6.1% | +0.9% |
| 7D | -11.5% | -3.2% | -8.4% | -11.6% |
| 30D | +5.0% | -7.4% | +12.4% | +4.8% |
| 3M | +17.5% | +81.9% | -64.4% | +20.6% |
| 6M | +16.2% | +135.7% | -119.5% | +23.3% |
| YTD | +48.8% | +247.4% | -198.6% | +59.1% |
| 1Y | +64.1% | +162.3% | -98.2% | +77.3% |
| All | +64.1% | +152.2% | -88.1% | +77.3% |
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 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