+42.6%
CP vs ABCL
-80.5%
+123.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +6.7% | -8.4% | -2.1% |
| 7D | +2.8% | -3.2% | +6.0% | +2.9% |
| 30D | +10.2% | -7.4% | +17.6% | +10.4% |
| 3M | +2.4% | +81.9% | -79.6% | -1.9% |
| 6M | +7.7% | +135.7% | -128.0% | +0.7% |
| YTD | +26.0% | +247.4% | -221.4% | +14.2% |
| 1Y | +34.6% | +162.3% | -127.6% | +24.1% |
| 3Y | +26.7% | +165.5% | -138.8% | +12.7% |
| 5Y | +24.9% | -21.3% | +46.2% | +15.3% |
| All | +42.6% | -80.5% | +123.1% | +37.6% |
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