+400.2%
CVE vs ABCL
-81.8%
+481.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.4% | +6.6% | -2.2% |
| 7D | -14.1% | -14.9% | +0.8% | -13.3% |
| 30D | -11.6% | -15.4% | +3.7% | -10.9% |
| 3M | 0.0% | +88.0% | -88.0% | -4.7% |
| 6M | -8.4% | +138.8% | -147.2% | -14.8% |
| YTD | +65.9% | +225.4% | -159.5% | +49.5% |
| 1Y | +69.4% | +137.3% | -67.9% | +56.1% |
| 3Y | +55.9% | +136.8% | -80.9% | +37.9% |
| 5Y | +146.2% | -26.2% | +172.4% | +127.4% |
| All | +400.2% | -81.8% | +481.9% | +374.4% |
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 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