-18.0%
CPB vs ABCL
+138.2%
-156.2%
-37.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | +0.8% | +5.1% | +6.0% |
| 7D | +13.0% | -10.0% | +22.9% | +12.6% |
| 30D | +20.5% | -10.9% | +31.4% | +20.4% |
| 3M | +2.2% | +101.6% | -99.4% | +4.8% |
| 6M | +15.4% | +167.5% | -152.2% | +20.0% |
| YTD | -12.3% | +259.1% | -271.4% | -7.4% |
| 1Y | -18.0% | +152.2% | -170.1% | -15.7% |
| All | -18.0% | +138.2% | -156.2% | -15.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling