+277.8%
COP vs ABCL
-81.3%
+359.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.2% | +0.1% | -1.0% |
| 7D | +3.0% | +0.7% | +2.3% | +3.0% |
| 30D | +17.5% | +93.1% | -75.6% | +14.7% |
| 3M | +13.4% | +79.4% | -66.1% | +10.7% |
| 6M | +17.7% | +214.9% | -197.1% | +12.2% |
| YTD | +46.6% | +234.2% | -187.6% | +38.7% |
| 1Y | +44.6% | +174.8% | -130.1% | +37.7% |
| 3Y | +20.7% | +104.5% | -83.8% | +13.2% |
| 5Y | +185.0% | -39.0% | +224.1% | +171.1% |
| All | +277.8% | -81.3% | +359.1% | +282.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling