+76.2%
CDE vs ABCL
-80.4%
+156.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.1% | +2.4% | -0.7% |
| 7D | +3.1% | -2.7% | +5.8% | +3.7% |
| 30D | -10.3% | -5.4% | -4.9% | -9.5% |
| 3M | -19.1% | +22.4% | -41.5% | -24.1% |
| 6M | -24.0% | +127.6% | -151.6% | -40.5% |
| YTD | -15.6% | +249.4% | -265.0% | -40.5% |
| 1Y | -1.1% | +198.0% | -199.1% | -28.0% |
| 3Y | +613.1% | +195.8% | +417.3% | +389.9% |
| 5Y | +109.3% | -20.6% | +129.9% | +69.3% |
| All | +76.2% | -80.4% | +156.6% | +70.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling