+149.0%
CDE vs ABCL
-81.3%
+230.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.6% |
| 7D | +0.5% | +0.7% | -0.2% | +0.4% |
| 30D | +21.9% | +93.1% | -71.2% | +1.9% |
| 3M | +14.9% | +79.4% | -64.5% | -3.0% |
| 6M | -10.5% | +214.9% | -225.4% | -34.7% |
| YTD | +19.3% | +234.2% | -215.0% | -14.1% |
| 1Y | +50.8% | +174.8% | -124.0% | +12.5% |
| 3Y | +782.3% | +104.5% | +677.8% | +554.0% |
| 5Y | +191.7% | -39.0% | +230.7% | +145.2% |
| All | +149.0% | -81.3% | +230.3% | +146.5% |
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