+27.1%
CP vs ABCL
-30.0%
+57.1%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -9.4% | +8.7% | -0.1% |
| 7D | +6.1% | -14.9% | +21.0% | +7.1% |
| 30D | +9.8% | -15.4% | +25.1% | +10.7% |
| 3M | +2.7% | +88.0% | -85.3% | -2.6% |
| 6M | +12.8% | +138.8% | -126.1% | +4.0% |
| YTD | +28.2% | +225.4% | -197.3% | +14.5% |
| 1Y | +34.1% | +137.3% | -103.2% | +22.6% |
| 3Y | +28.9% | +136.8% | -107.9% | +12.8% |
| 5Y | +27.1% | -26.2% | +53.3% | +14.1% |
| All | +27.1% | -30.0% | +57.1% | +14.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling