-16.5%
ABT vs CDE
+54.5%
-71.1%
-38.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | -0.5% |
| 7D | -3.7% | +0.5% | -4.2% | -3.7% |
| 30D | +2.5% | +21.9% | -19.4% | +3.2% |
| 3M | +20.2% | +14.9% | +5.2% | +21.4% |
| 6M | -2.9% | -10.5% | +7.6% | -2.7% |
| YTD | -11.9% | +19.3% | -31.2% | -11.7% |
| 1Y | -16.5% | +50.8% | -67.4% | -14.7% |
| All | -16.5% | +54.5% | -71.1% | -14.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 1y: compounded portfolio wealth divided by compounded CDE 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…
1y analysis · Full analysis span regression · 6 months rolling