+504.9%
ABBV vs CMG
+327.5%
+177.4%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.2% | +0.6% | +0.8% |
| 7D | +0.3% | -2.1% | +2.3% | +0.4% |
| 30D | +3.4% | +10.9% | -7.5% | +2.4% |
| 3M | +15.2% | +15.8% | -0.6% | +13.3% |
| 6M | +14.7% | +6.9% | +7.7% | +13.6% |
| YTD | +15.2% | -2.2% | +17.4% | +14.8% |
| 1Y | +20.4% | -7.1% | +27.5% | +20.1% |
| 3Y | +91.3% | -7.1% | +98.5% | +88.5% |
| 5Y | +189.6% | -4.8% | +194.4% | +180.9% |
| All | +504.9% | +327.5% | +177.4% | +369.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMG.
Daily Out/Under-Performance
Portfolio return minus CMG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMG 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 CMG 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