+601.1%
ABBV vs CFG
+396.4%
+204.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.1% | -1.4% | -1.4% |
| 7D | +0.4% | +1.5% | -1.2% | +0.1% |
| 30D | +4.2% | -3.8% | +8.0% | +4.9% |
| 3M | +14.8% | +11.5% | +3.3% | +12.2% |
| 6M | +10.3% | +19.2% | -8.9% | +6.2% |
| YTD | +14.9% | +23.7% | -8.8% | +9.4% |
| 1Y | +24.1% | +38.8% | -14.7% | +15.2% |
| 3Y | +91.9% | +178.9% | -87.0% | +50.7% |
| 5Y | +176.0% | +101.8% | +74.3% | +126.1% |
| 10Y | +502.9% | +317.3% | +185.7% | +261.9% |
| All | +601.1% | +396.4% | +204.8% | +286.7% |
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