+52.1%
CPAY vs ABCL
-81.3%
+133.4%
-44.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.2% | +0.4% | -0.7% |
| 7D | +2.1% | +0.7% | +1.4% | +2.0% |
| 30D | +5.5% | +93.1% | -87.5% | -1.5% |
| 3M | +16.6% | +79.4% | -62.9% | +8.9% |
| 6M | +26.7% | +214.9% | -188.2% | +11.5% |
| YTD | +38.4% | +234.2% | -195.8% | +20.5% |
| 1Y | +30.1% | +174.8% | -144.6% | +14.5% |
| 3Y | +52.6% | +104.5% | -51.9% | +31.5% |
| 5Y | +59.0% | -39.0% | +98.0% | +40.6% |
| All | +52.1% | -81.3% | +133.4% | +38.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling