+499.9%
ABBV vs CFG
+311.8%
+188.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.4% | +1.3% | +1.6% |
| 7D | -2.0% | -1.7% | -0.3% | -1.7% |
| 30D | +2.0% | -4.6% | +6.6% | +2.8% |
| 3M | +14.2% | +7.9% | +6.3% | +12.4% |
| 6M | +14.1% | +19.9% | -5.8% | +10.0% |
| YTD | +14.2% | +21.7% | -7.5% | +9.5% |
| 1Y | +24.2% | +38.4% | -14.2% | +16.0% |
| 3Y | +89.8% | +187.0% | -97.2% | +51.0% |
| 5Y | +187.2% | +99.5% | +87.7% | +139.5% |
| All | +499.9% | +311.8% | +188.1% | +261.5% |
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