-43.5%
CPB vs ABCL
-81.3%
+37.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -1.2% | -2.2% | -3.4% |
| 7D | -8.6% | +0.7% | -9.3% | -8.6% |
| 30D | -7.2% | +93.1% | -100.3% | -5.7% |
| 3M | +0.9% | +79.4% | -78.5% | +2.6% |
| 6M | -11.8% | +214.9% | -226.7% | -9.0% |
| YTD | -19.4% | +234.2% | -253.6% | -16.6% |
| 1Y | -30.4% | +174.8% | -205.1% | -28.2% |
| 3Y | -40.2% | +104.5% | -144.6% | -38.4% |
| 5Y | -39.5% | -39.0% | -0.5% | -39.7% |
| All | -43.5% | -81.3% | +37.7% | -46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling