+701.3%
ABBV vs CFG
+347.0%
+354.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.9% | +2.0% | +1.3% |
| 7D | -1.2% | -0.9% | -0.3% | -1.0% |
| 30D | +8.0% | +1.1% | +6.9% | +7.8% |
| 3M | +20.2% | -12.0% | +32.2% | +23.1% |
| 6M | +44.0% | -2.2% | +46.2% | +44.3% |
| YTD | +31.3% | +11.4% | +19.9% | +27.6% |
| 1Y | +37.0% | +27.8% | +9.1% | +29.4% |
| 3Y | +128.0% | +173.3% | -45.3% | +79.9% |
| 5Y | +196.9% | +62.4% | +134.5% | +155.6% |
| 10Y | +681.2% | +249.6% | +431.7% | +391.1% |
| All | +701.3% | +347.0% | +354.3% | +351.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling