+5.6%
CDE vs ABCL
+138.2%
-132.6%
-51.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.7% | +0.8% | +7.9% | +8.5% |
| 7D | +1.1% | -10.0% | +11.1% | +4.4% |
| 30D | -14.5% | -10.9% | -3.6% | -11.7% |
| 3M | -10.1% | +101.6% | -111.7% | -33.2% |
| 6M | -16.9% | +167.5% | -184.4% | -47.8% |
| YTD | -18.1% | +259.1% | -277.2% | -55.7% |
| 1Y | +5.6% | +152.2% | -146.5% | -37.8% |
| All | +5.6% | +138.2% | -132.6% | -37.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling