+51.3%
CVS vs ABCL
-81.2%
+132.4%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | -0.5% |
| 7D | +6.6% | -3.3% | +9.8% | +6.7% |
| 30D | -0.4% | -7.1% | +6.7% | -0.3% |
| 3M | -5.3% | +4.7% | -10.0% | -5.7% |
| 6M | -7.7% | +140.9% | -148.6% | -11.2% |
| YTD | +16.0% | +236.0% | -219.9% | +10.0% |
| 1Y | +16.2% | +217.4% | -201.2% | +10.3% |
| 3Y | +47.6% | +188.7% | -141.1% | +38.0% |
| 5Y | +12.3% | -23.5% | +35.8% | +6.2% |
| All | +51.3% | -81.2% | +132.4% | +45.6% |
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 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