-35.8%
CPB vs ABCL
+206.1%
-242.0%
-59.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.2% |
| 7D | +2.9% | +2.3% | +0.6% | +3.0% |
| 30D | +17.6% | -0.7% | +18.3% | +17.7% |
| 3M | +2.0% | +33.4% | -31.4% | +2.8% |
| 6M | +11.6% | +137.8% | -126.1% | +13.8% |
| YTD | -13.8% | +264.3% | -278.1% | -11.4% |
| 1Y | -21.6% | +209.2% | -230.7% | -19.6% |
| 3Y | -35.8% | +208.4% | -244.2% | -35.7% |
| All | -35.8% | +206.1% | -242.0% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling