+45.1%
CP vs ABCL
-80.4%
+125.5%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -4.1% | +4.1% | +0.2% |
| 7D | -0.7% | -2.7% | +2.0% | -0.6% |
| 30D | +9.6% | -5.4% | +15.1% | +9.7% |
| 3M | +2.2% | +22.4% | -20.2% | +0.6% |
| 6M | +11.1% | +127.6% | -116.5% | +4.2% |
| YTD | +28.2% | +249.4% | -221.2% | +16.2% |
| 1Y | +32.2% | +198.0% | -165.8% | +20.9% |
| 3Y | +35.5% | +195.8% | -160.3% | +19.9% |
| 5Y | +26.8% | -20.6% | +47.4% | +17.0% |
| All | +45.1% | -80.4% | +125.5% | +40.0% |
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 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