-38.9%
CPB vs ABCL
-79.5%
+40.7%
-61.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +5.2% | -6.4% | -1.0% |
| 7D | +3.3% | +12.4% | -9.2% | +3.6% |
| 30D | +19.0% | -0.4% | +19.4% | +19.1% |
| 3M | +0.4% | +80.4% | -79.9% | +2.2% |
| 6M | +13.0% | +138.5% | -125.6% | +15.9% |
| YTD | -12.7% | +265.5% | -278.2% | -9.4% |
| 1Y | -20.9% | +219.7% | -240.6% | -18.1% |
| 3Y | -35.4% | +209.4% | -244.8% | -32.6% |
| 5Y | -32.3% | -15.0% | -17.3% | -31.8% |
| All | -38.9% | -79.5% | +40.7% | -41.4% |
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