+63.1%
CVE vs ABCL
+164.7%
-101.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | +0.8% | -8.5% | -7.7% |
| 7D | -12.1% | -10.0% | -2.1% | -11.6% |
| 30D | -9.8% | -10.9% | +1.1% | -9.3% |
| 3M | -0.7% | +101.6% | -102.4% | -6.1% |
| 6M | -4.3% | +167.5% | -171.9% | -12.2% |
| YTD | +70.6% | +259.1% | -188.5% | +50.5% |
| 1Y | +73.2% | +152.2% | -79.0% | +58.0% |
| All | +63.1% | +164.7% | -101.6% | +34.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling