+1,156.2%
ABBV vs CCJ
+479.6%
+676.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.4% |
| 7D | +0.4% | +0.7% | -0.3% | +0.3% |
| 30D | +4.2% | +6.9% | -2.7% | +3.6% |
| 3M | +14.8% | -11.6% | +26.5% | +15.6% |
| 6M | +10.3% | -16.2% | +26.5% | +11.1% |
| YTD | +14.9% | +10.1% | +4.8% | +13.2% |
| 1Y | +24.1% | +32.3% | -8.1% | +19.9% |
| 3Y | +91.9% | +171.3% | -79.4% | +70.3% |
| 5Y | +176.0% | +372.4% | -196.3% | +124.7% |
| 10Y | +502.9% | +1,070.0% | -567.1% | +300.9% |
| All | +1,156.2% | +479.6% | +676.6% | +809.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling