-40.3%
CPB vs ABCL
-80.4%
+40.1%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -4.1% | +2.9% | -1.3% |
| 7D | -4.1% | -2.7% | -1.4% | -4.1% |
| 30D | +16.9% | -5.4% | +22.4% | +16.9% |
| 3M | -0.6% | +22.4% | -23.0% | +0.1% |
| 6M | +11.4% | +127.6% | -116.2% | +14.1% |
| YTD | -14.8% | +249.4% | -264.2% | -11.7% |
| 1Y | -24.8% | +198.0% | -222.8% | -22.2% |
| 3Y | -36.6% | +195.8% | -232.4% | -33.9% |
| 5Y | -33.3% | -20.6% | -12.7% | -33.0% |
| All | -40.3% | -80.4% | +40.1% | -42.9% |
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 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