+504.9%
ABBV vs CDE
+61.6%
+443.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.3% | +0.8% |
| 7D | +0.3% | -3.1% | +3.4% | +0.3% |
| 30D | +3.4% | +9.5% | -6.1% | +3.1% |
| 3M | +15.2% | +25.5% | -10.3% | +14.4% |
| 6M | +14.7% | -7.9% | +22.6% | +14.6% |
| YTD | +15.2% | +15.6% | -0.4% | +14.1% |
| 1Y | +20.4% | +34.0% | -13.7% | +18.5% |
| 3Y | +91.3% | +791.9% | -700.6% | +75.7% |
| 5Y | +189.6% | +197.7% | -8.2% | +172.3% |
| All | +504.9% | +61.6% | +443.3% | +458.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling