+25.5%
CP vs ABCL
-18.8%
+44.3%
-25.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +5.2% | -3.2% | +1.7% |
| 7D | +2.8% | +12.4% | -9.6% | +2.0% |
| 30D | +11.3% | -0.4% | +11.7% | +11.1% |
| 3M | +2.9% | +80.4% | -77.5% | -2.0% |
| 6M | +9.8% | +138.5% | -128.8% | +1.5% |
| YTD | +28.5% | +265.5% | -237.0% | +14.0% |
| 1Y | +33.5% | +219.7% | -186.2% | +19.5% |
| 3Y | +31.9% | +209.4% | -177.5% | +13.3% |
| 5Y | +25.5% | -15.0% | +40.5% | +12.0% |
| All | +25.5% | -18.8% | +44.3% | +12.0% |
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 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