+590.1%
ABBV vs CFG
+230.2%
+359.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.3% |
| 7D | +2.8% | +0.7% | +2.1% | +2.6% |
| 30D | +7.0% | +2.8% | +4.2% | +6.4% |
| 3M | +19.2% | -10.1% | +29.3% | +21.4% |
| 6M | +47.8% | +3.2% | +44.6% | +46.6% |
| YTD | +32.5% | +14.2% | +18.3% | +28.5% |
| 1Y | +38.4% | +27.4% | +11.0% | +31.5% |
| 3Y | +134.3% | +187.6% | -53.3% | +87.4% |
| 5Y | +200.6% | +65.7% | +134.9% | +162.0% |
| 10Y | +590.1% | +219.7% | +370.4% | +407.3% |
| All | +590.1% | +230.2% | +359.9% | +407.3% |
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