+62.6%
CVS vs ABCL
-81.3%
+143.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.7% | -0.4% |
| 7D | +4.0% | +0.7% | +3.2% | +3.9% |
| 30D | -2.4% | +93.1% | -95.5% | -4.8% |
| 3M | +2.7% | +79.4% | -76.8% | +0.2% |
| 6M | +21.9% | +214.9% | -193.0% | +16.2% |
| YTD | +24.7% | +234.2% | -209.5% | +18.5% |
| 1Y | +35.4% | +174.8% | -139.3% | +29.2% |
| 3Y | +65.2% | +104.5% | -39.3% | +55.8% |
| 5Y | +30.5% | -39.0% | +69.6% | +23.6% |
| All | +62.6% | -81.3% | +143.9% | +56.9% |
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