-31.6%
CPB vs ABCL
-21.8%
-9.8%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +6.7% | -8.0% | -1.1% |
| 7D | +8.0% | -3.2% | +11.2% | +8.0% |
| 30D | +22.4% | -7.4% | +29.8% | +22.3% |
| 3M | +2.5% | +81.9% | -79.4% | +4.0% |
| 6M | +12.2% | +135.7% | -123.5% | +14.7% |
| YTD | -12.8% | +247.4% | -260.2% | -10.1% |
| 1Y | -19.2% | +162.3% | -181.4% | -17.0% |
| 3Y | -35.6% | +165.5% | -201.0% | -33.5% |
| All | -31.6% | -21.8% | -9.8% | -34.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling