+40.7%
ABBV vs CCJ
-26.2%
+66.9%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -1.2% | +4.3% | +3.0% |
| 7D | +3.1% | -14.5% | +17.6% | +2.6% |
| 30D | +11.6% | -18.1% | +29.7% | +10.9% |
| 3M | +21.7% | -23.0% | +44.7% | +20.8% |
| 6M | +43.5% | -39.4% | +82.9% | +42.8% |
| YTD | +32.9% | -21.7% | +54.5% | +33.6% |
| 1Y | +40.7% | -25.9% | +66.6% | +40.9% |
| All | +40.7% | -26.2% | +66.9% | +40.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CCJ.
Daily Out/Under-Performance
Portfolio return minus CCJ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCJ 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 CCJ 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