+504.9%
ABBV vs CCJ
+1,065.5%
-560.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.8% | +1.6% | +0.9% |
| 7D | +0.3% | -4.0% | +4.3% | +0.5% |
| 30D | +3.4% | -2.4% | +5.7% | +3.4% |
| 3M | +15.2% | -2.3% | +17.5% | +15.2% |
| 6M | +14.7% | -16.2% | +30.9% | +15.4% |
| YTD | +15.2% | +5.7% | +9.5% | +14.1% |
| 1Y | +20.4% | +21.3% | -0.9% | +17.9% |
| 3Y | +91.3% | +159.4% | -68.0% | +74.7% |
| 5Y | +189.6% | +300.7% | -111.1% | +149.8% |
| All | +504.9% | +1,065.5% | -560.6% | +335.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling