+66.6%
CPAY vs ABCL
-81.0%
+147.6%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -2.8% | +1.5% | -1.1% |
| 7D | +2.0% | +4.4% | -2.4% | +1.6% |
| 30D | +14.3% | -7.9% | +22.1% | +14.6% |
| 3M | +11.3% | +12.2% | -0.9% | +9.1% |
| 6M | +34.8% | +134.7% | -100.0% | +21.5% |
| YTD | +51.5% | +239.8% | -188.2% | +30.9% |
| 1Y | +59.0% | +192.7% | -133.7% | +39.1% |
| 3Y | +97.2% | +187.6% | -90.4% | +64.7% |
| 5Y | +88.8% | -22.6% | +111.4% | +65.9% |
| All | +66.6% | -81.0% | +147.6% | +51.0% |
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