+483.6%
CVE vs ABCL
-81.3%
+564.9%
-53.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | -0.1% | -1.2% |
| 7D | +2.5% | +0.7% | +1.8% | +2.5% |
| 30D | +16.7% | +93.1% | -76.3% | +11.4% |
| 3M | +9.3% | +79.4% | -70.2% | +4.3% |
| 6M | +43.6% | +214.9% | -171.3% | +31.0% |
| YTD | +93.6% | +234.2% | -140.6% | +74.7% |
| 1Y | +98.8% | +174.8% | -76.0% | +81.0% |
| 3Y | +73.6% | +104.5% | -30.9% | +55.1% |
| 5Y | +312.5% | -39.0% | +351.5% | +282.8% |
| All | +483.6% | -81.3% | +564.9% | +454.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling