+197.1%
ABT vs CDE
+61.6%
+135.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.2% | -2.5% | -1.4% |
| 7D | -5.9% | -3.1% | -2.8% | -5.7% |
| 30D | -8.1% | +9.5% | -17.5% | -8.6% |
| 3M | +14.5% | +25.5% | -11.0% | +12.9% |
| 6M | -6.3% | -7.9% | +1.6% | -6.5% |
| YTD | -17.1% | +15.6% | -32.7% | -18.8% |
| 1Y | -21.4% | +34.0% | -55.4% | -24.0% |
| 3Y | +5.9% | +791.9% | -786.0% | -12.3% |
| 5Y | -12.8% | +197.7% | -210.5% | -24.2% |
| All | +197.1% | +61.6% | +135.5% | +144.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling