+604.0%
ABBV vs CFG
+216.8%
+387.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.9% | -0.5% | +0.2% |
| 7D | +0.1% | -0.8% | +0.8% | +0.2% |
| 30D | +5.6% | +3.1% | +2.4% | +5.0% |
| 3M | +18.7% | -9.7% | +28.4% | +20.7% |
| 6M | +47.4% | +6.7% | +40.7% | +45.3% |
| YTD | +33.0% | +15.2% | +17.8% | +28.8% |
| 1Y | +34.9% | +28.8% | +6.1% | +27.9% |
| 3Y | +135.2% | +190.1% | -54.9% | +87.7% |
| 5Y | +202.1% | +63.4% | +138.7% | +164.1% |
| All | +604.0% | +216.8% | +387.2% | +422.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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