+44.3%
CDE vs ABCL
+173.7%
-129.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +2.3% | +1.4% | +0.9% | +1.8% |
| 30D | +18.8% | +65.1% | -46.3% | -2.8% |
| 3M | +23.5% | +111.1% | -87.6% | -11.1% |
| 6M | -8.6% | +231.6% | -240.2% | -47.5% |
| YTD | +16.0% | +234.5% | -218.5% | -33.7% |
| All | +44.3% | +173.7% | -129.3% | +0.7% |
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 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