+1,354.0%
ABBV vs CCJ
+306.9%
+1,047.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCJ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.5% | +1.7% | +0.3% |
| 7D | +1.3% | -0.8% | +2.1% | +1.3% |
| 30D | +4.7% | -13.2% | +17.9% | +5.6% |
| 3M | +18.3% | -27.6% | +46.0% | +20.7% |
| 6M | +43.4% | -38.7% | +82.1% | +47.6% |
| YTD | +33.0% | -22.7% | +55.7% | +33.9% |
| 1Y | +30.8% | -17.6% | +48.4% | +31.0% |
| 3Y | +135.1% | +62.7% | +72.4% | +117.0% |
| 5Y | +201.2% | +159.7% | +41.5% | +159.4% |
| 10Y | +602.7% | +769.3% | -166.7% | +373.8% |
| All | +1,354.0% | +306.9% | +1,047.1% | +976.0% |
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