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  • CDW vs ABCL✓SelectedUSD · ABCLCDW vs ABCL performance historyLatest closeAs of-1.00%09/04
Stock and ETF performance explorer

CDW vs ABCL

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
-6.5%
ABCL return
+186.8%
Excess return
-193.3%
Maximum drawdown
-41.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 1y.

Portfolio and benchmark returns by period
PeriodPortfolioABCLExcessAlpha
1D-1.0%-1.2%+0.2%-0.9%
7D+3.2%+0.7%+2.5%+3.1%
30D+9.3%+93.1%-83.8%+5.0%
3M+9.8%+79.4%-69.6%+5.7%
6M+23.3%+214.9%-191.5%+14.4%
YTD+13.7%+234.2%-220.6%+3.9%
1Y-6.5%+174.8%-181.2%-10.4%
All-6.5%+186.8%-193.3%-10.4%

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 1y: 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…

1y analysis · Full analysis span regression · 6 months rolling