+197.6%
CDE vs ABCL
-39.9%
+237.5%
-72.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.1% | -2.8% | -2.8% |
| 7D | +2.3% | +1.4% | +0.9% | +1.9% |
| 30D | +18.8% | +65.1% | -46.3% | +2.0% |
| 3M | +23.5% | +111.1% | -87.6% | -2.4% |
| 6M | -8.6% | +231.6% | -240.2% | -36.7% |
| YTD | +16.0% | +234.5% | -218.5% | -19.8% |
| 1Y | +42.1% | +174.3% | -132.3% | +2.2% |
| 3Y | +835.9% | +111.5% | +724.4% | +565.7% |
| 5Y | +197.6% | -37.3% | +234.9% | +127.8% |
| All | +197.6% | -39.9% | +237.5% | +127.8% |
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