+89.8%
ABBV vs CDE
+797.0%
-707.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -3.1% | +4.8% | +1.7% |
| 7D | -2.0% | -6.1% | +4.0% | -1.9% |
| 30D | +2.0% | +9.5% | -7.5% | +1.8% |
| 3M | +14.2% | +32.0% | -17.8% | +13.8% |
| 6M | +14.1% | -12.8% | +26.9% | +14.2% |
| YTD | +14.2% | +14.2% | 0.0% | +13.8% |
| 1Y | +24.2% | +36.3% | -12.1% | +23.2% |
| All | +89.8% | +797.0% | -707.3% | +82.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling