+91.5%
CSCO vs ABCL
-26.2%
+117.7%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.2% | -1.1% | -5.1% | -6.2% |
| 7D | +1.9% | -3.3% | +5.2% | +2.1% |
| 30D | -15.8% | -7.1% | -8.7% | -15.5% |
| 3M | -15.4% | +4.7% | -20.1% | -15.9% |
| 6M | -5.4% | +140.9% | -146.3% | -11.3% |
| YTD | +26.5% | +236.0% | -209.5% | +15.1% |
| 1Y | +25.9% | +217.4% | -191.5% | +15.0% |
| 3Y | +97.5% | +188.7% | -91.2% | +74.9% |
| All | +91.5% | -26.2% | +117.7% | +73.6% |
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