+79.2%
CDE vs ABCL
-79.6%
+158.8%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.7% | -7.0% |
| 7D | +14.0% | +2.3% | +11.7% | +13.3% |
| 30D | -10.7% | -0.7% | -10.1% | -10.9% |
| 3M | -15.8% | +33.4% | -49.2% | -22.6% |
| 6M | -17.5% | +137.8% | -155.3% | -36.1% |
| YTD | -14.1% | +264.3% | -278.5% | -40.1% |
| 1Y | +2.9% | +209.2% | -206.2% | -25.7% |
| 3Y | +625.5% | +208.4% | +417.0% | +393.3% |
| 5Y | +117.1% | -11.9% | +129.0% | +72.6% |
| All | +79.2% | -79.6% | +158.8% | +71.9% |
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 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