+397.3%
CVE vs ABCL
-80.5%
+477.8%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +6.7% | -7.3% | -1.0% |
| 7D | -16.1% | -3.2% | -13.0% | -16.0% |
| 30D | -10.4% | -7.4% | -3.0% | -10.1% |
| 3M | -2.4% | +81.9% | -84.3% | -6.8% |
| 6M | -4.4% | +135.7% | -140.1% | -11.0% |
| YTD | +64.9% | +247.4% | -182.4% | +48.1% |
| 1Y | +66.0% | +162.3% | -96.2% | +51.9% |
| 3Y | +57.7% | +165.5% | -107.8% | +38.5% |
| 5Y | +144.7% | -21.3% | +166.0% | +125.2% |
| All | +397.3% | -80.5% | +477.8% | +369.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling