+1,129.0%
ABBV vs CDE
-16.5%
+1,145.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CDE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.6% | -0.8% | +0.8% |
| 7D | -4.1% | -2.0% | -2.2% | -4.1% |
| 30D | +1.2% | +15.7% | -14.5% | +0.8% |
| 3M | +12.1% | +30.5% | -18.4% | +11.3% |
| 6M | +12.0% | -7.4% | +19.4% | +11.9% |
| YTD | +12.4% | +17.9% | -5.5% | +11.5% |
| 1Y | +22.9% | +46.7% | -23.8% | +21.0% |
| 3Y | +86.8% | +851.3% | -764.5% | +73.4% |
| 5Y | +181.0% | +202.9% | -21.9% | +166.2% |
| 10Y | +497.0% | +58.2% | +438.8% | +454.5% |
| All | +1,129.0% | -16.5% | +1,145.5% | +1,128.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling