+17.8%
CP vs ABCL
+104.5%
-86.6%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.4% |
| 7D | -2.7% | +0.7% | -3.4% | -2.7% |
| 30D | +0.2% | +93.1% | -92.9% | -4.6% |
| 3M | +2.6% | +79.4% | -76.9% | -2.2% |
| 6M | +6.0% | +214.9% | -208.9% | -4.1% |
| YTD | +24.9% | +234.2% | -209.3% | +11.8% |
| 1Y | +20.1% | +174.8% | -154.7% | +8.4% |
| All | +17.8% | +104.5% | -86.6% | +3.6% |
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 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