+28.7%
COP vs ABCL
+196.9%
-168.2%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +5.2% | -6.5% | -1.4% |
| 7D | -8.4% | +12.4% | -20.8% | -8.6% |
| 30D | +0.3% | -0.4% | +0.6% | +0.2% |
| 3M | +15.1% | +80.4% | -65.3% | +13.0% |
| 6M | +19.8% | +138.5% | -118.8% | +16.6% |
| YTD | +46.8% | +265.5% | -218.7% | +39.3% |
| 1Y | +59.7% | +219.7% | -159.9% | +52.7% |
| 3Y | +28.7% | +209.4% | -180.7% | +16.1% |
| All | +28.7% | +196.9% | -168.2% | +16.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling