+706.8%
ABBV vs CFG
+360.2%
+346.6%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.3% | +0.1% |
| 7D | +1.5% | +0.3% | +1.3% | +1.5% |
| 30D | +6.7% | +3.2% | +3.5% | +6.0% |
| 3M | +19.9% | -9.7% | +29.6% | +22.2% |
| 6M | +47.5% | +3.6% | +43.8% | +46.0% |
| YTD | +32.2% | +14.7% | +17.5% | +27.7% |
| 1Y | +37.8% | +29.6% | +8.3% | +29.8% |
| 3Y | +134.8% | +190.6% | -55.8% | +82.9% |
| 5Y | +203.0% | +67.1% | +135.9% | +159.3% |
| 10Y | +603.7% | +237.0% | +366.7% | +350.0% |
| All | +706.8% | +360.2% | +346.6% | +351.4% |
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