+845.1%
CDE vs ABCL
+109.3%
+735.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.5% |
| 7D | +0.5% | +0.7% | -0.2% | +0.3% |
| 30D | +21.9% | +93.1% | -71.2% | -3.1% |
| 3M | +14.9% | +79.4% | -64.5% | -7.5% |
| 6M | -10.5% | +214.9% | -225.4% | -40.9% |
| YTD | +19.3% | +234.2% | -215.0% | -22.7% |
| 1Y | +50.8% | +174.8% | -124.0% | +2.4% |
| All | +845.1% | +109.3% | +735.7% | +635.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling