+69.4%
CVE vs ABCL
+127.6%
-58.2%
-23.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -9.4% | +6.6% | -2.7% |
| 7D | -14.1% | -14.9% | +0.8% | -14.1% |
| 30D | -11.6% | -15.4% | +3.7% | -11.7% |
| 3M | 0.0% | +88.0% | -88.0% | +0.7% |
| 6M | -8.4% | +138.8% | -147.2% | -6.1% |
| YTD | +65.9% | +225.4% | -159.5% | +67.0% |
| 1Y | +69.4% | +137.3% | -67.9% | +70.6% |
| All | +69.4% | +127.6% | -58.2% | +70.6% |
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