+146.2%
CDE vs ABCL
-81.9%
+228.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.4% | +5.1% | +2.5% |
| 7D | -2.0% | -2.7% | +0.8% | -1.3% |
| 30D | +15.7% | +18.3% | -2.6% | +10.7% |
| 3M | +30.5% | +108.5% | -78.0% | +5.9% |
| 6M | -7.4% | +213.9% | -221.3% | -32.3% |
| YTD | +17.9% | +223.1% | -205.2% | -14.4% |
| 1Y | +46.7% | +160.6% | -113.9% | +10.8% |
| 3Y | +851.3% | +104.3% | +747.0% | +606.9% |
| 5Y | +202.9% | -40.0% | +243.0% | +156.1% |
| All | +146.2% | -81.9% | +228.1% | +145.7% |
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