+181.0%
ABBV vs CCJ
+347.8%
-166.8%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.5% | +2.4% | +0.9% |
| 7D | -4.1% | +4.2% | -8.3% | -4.2% |
| 30D | +1.2% | +3.2% | -2.0% | +1.2% |
| 3M | +12.1% | -1.8% | +13.9% | +12.1% |
| 6M | +12.0% | -13.5% | +25.6% | +12.2% |
| YTD | +12.4% | +9.7% | +2.7% | +12.2% |
| 1Y | +22.9% | +30.0% | -7.1% | +22.2% |
| 3Y | +86.8% | +172.6% | -85.8% | +80.2% |
| 5Y | +181.0% | +342.9% | -161.9% | +169.5% |
| All | +181.0% | +347.8% | -166.8% | +169.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling