+90.9%
ABBV vs CNP
+52.8%
+38.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.8% | -0.7% | -1.2% |
| 7D | +0.4% | +1.1% | -0.7% | 0.0% |
| 30D | +4.2% | -1.8% | +6.0% | +4.7% |
| 3M | +14.8% | -4.6% | +19.5% | +16.6% |
| 6M | +10.3% | -8.8% | +19.1% | +13.4% |
| YTD | +14.9% | +5.2% | +9.7% | +13.5% |
| 1Y | +24.1% | +8.3% | +15.8% | +21.4% |
| All | +90.9% | +52.8% | +38.1% | +70.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling