+602.6%
ABBV vs CNP
+142.1%
+460.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +0.1% | -0.1% | +0.1% | +0.1% |
| 30D | +5.6% | +5.0% | +0.5% | +4.2% |
| 3M | +18.7% | +2.7% | +16.0% | +17.7% |
| 6M | +47.4% | -1.9% | +49.3% | +47.9% |
| YTD | +33.0% | +8.8% | +24.2% | +29.8% |
| 1Y | +34.9% | +5.6% | +29.3% | +32.7% |
| 3Y | +135.2% | +63.2% | +72.0% | +105.9% |
| 5Y | +202.1% | +73.8% | +128.3% | +158.8% |
| 10Y | +602.6% | +144.0% | +458.6% | +495.7% |
| All | +602.6% | +142.1% | +460.5% | +495.7% |
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