+112.9%
CDE vs ABCL
-12.4%
+125.3%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | -0.3% | -6.7% | -7.0% |
| 7D | +14.0% | +2.3% | +11.7% | +13.2% |
| 30D | -10.7% | -0.7% | -10.1% | -11.0% |
| 3M | -15.8% | +33.4% | -49.2% | -23.7% |
| 6M | -17.5% | +137.8% | -155.3% | -38.9% |
| YTD | -14.1% | +264.3% | -278.5% | -43.9% |
| 1Y | +2.9% | +209.2% | -206.2% | -30.0% |
| 3Y | +625.5% | +208.4% | +417.0% | +360.4% |
| All | +112.9% | -12.4% | +125.3% | +68.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling