+89.8%
ABBV vs CMG
-7.5%
+97.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +0.3% | +1.4% | +1.6% |
| 7D | -2.0% | -3.8% | +1.8% | -1.9% |
| 30D | +2.0% | +12.9% | -10.9% | +1.6% |
| 3M | +14.2% | +18.8% | -4.6% | +13.3% |
| 6M | +14.1% | +4.1% | +10.0% | +13.9% |
| YTD | +14.2% | -2.4% | +16.6% | +14.1% |
| 1Y | +24.2% | -6.7% | +30.9% | +23.7% |
| All | +89.8% | -7.5% | +97.3% | +101.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling