+320.2%
CVE vs ABCL
-41.3%
+361.4%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +2.5% | +0.7% | +1.8% | +2.4% |
| 30D | +16.7% | +93.1% | -76.3% | +10.6% |
| 3M | +9.3% | +79.4% | -70.2% | +3.5% |
| 6M | +43.6% | +214.9% | -171.3% | +28.9% |
| YTD | +93.6% | +234.2% | -140.6% | +71.6% |
| 1Y | +98.8% | +174.8% | -76.0% | +78.1% |
| 3Y | +73.6% | +104.5% | -30.9% | +52.1% |
| All | +320.2% | -41.3% | +361.4% | +285.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling