+24.1%
ABBV vs CDE
+54.5%
-30.4%
-17.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.5% | -1.4% |
| 7D | +0.4% | +0.5% | -0.1% | +0.4% |
| 30D | +4.2% | +21.9% | -17.7% | +4.1% |
| 3M | +14.8% | +14.9% | -0.1% | +14.9% |
| 6M | +10.3% | -10.5% | +20.8% | +10.3% |
| YTD | +14.9% | +19.3% | -4.4% | +14.9% |
| 1Y | +24.1% | +50.8% | -26.7% | +23.9% |
| All | +24.1% | +54.5% | -30.4% | +23.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CDE.
Daily Out/Under-Performance
Portfolio return minus CDE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CDE 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 CDE 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