+1,156.2%
ABBV vs CHRW
+216.8%
+939.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.1% | -2.5% | -1.6% |
| 7D | +0.4% | -1.4% | +1.8% | +0.6% |
| 30D | +4.2% | -3.5% | +7.6% | +4.7% |
| 3M | +14.8% | -19.4% | +34.2% | +18.6% |
| 6M | +10.3% | -21.4% | +31.6% | +14.0% |
| YTD | +14.9% | -7.1% | +22.0% | +14.1% |
| 1Y | +24.1% | +17.8% | +6.3% | +16.7% |
| 3Y | +91.9% | +78.8% | +13.2% | +61.6% |
| 5Y | +176.0% | +83.5% | +92.5% | +123.0% |
| 10Y | +502.9% | +160.2% | +342.7% | +315.5% |
| All | +1,156.2% | +216.8% | +939.4% | +697.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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