+497.0%
ABBV vs CNP
+132.2%
+364.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.9% | +1.7% | +1.1% |
| 7D | -4.1% | +0.7% | -4.8% | -4.3% |
| 30D | +1.2% | -0.1% | +1.2% | +1.1% |
| 3M | +12.1% | -5.6% | +17.7% | +13.8% |
| 6M | +12.0% | -7.5% | +19.5% | +14.2% |
| YTD | +12.4% | +5.5% | +6.9% | +10.8% |
| 1Y | +22.9% | +8.3% | +14.6% | +20.2% |
| 3Y | +86.8% | +51.8% | +35.0% | +66.8% |
| 5Y | +181.0% | +69.9% | +111.1% | +142.6% |
| 10Y | +497.0% | +139.9% | +357.0% | +376.9% |
| All | +497.0% | +132.2% | +364.7% | +376.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CNP.
Daily Out/Under-Performance
Portfolio return minus CNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNP 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 CNP 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