+1,159.4%
ABBV vs CNQ
+493.5%
+665.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNQ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.6% | +1.4% | +0.9% |
| 7D | +0.3% | +0.1% | +0.1% | +0.2% |
| 30D | +3.4% | +6.2% | -2.8% | +2.4% |
| 3M | +15.2% | +12.4% | +2.8% | +13.0% |
| 6M | +14.7% | +9.0% | +5.7% | +12.7% |
| YTD | +15.2% | +52.2% | -37.0% | +7.2% |
| 1Y | +20.4% | +65.0% | -44.7% | +10.4% |
| 3Y | +91.3% | +78.8% | +12.5% | +71.0% |
| 5Y | +189.6% | +286.0% | -96.4% | +121.4% |
| 10Y | +511.7% | +420.7% | +91.0% | +304.8% |
| All | +1,159.4% | +493.5% | +665.9% | +702.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CNQ.
Daily Out/Under-Performance
Portfolio return minus CNQ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNQ 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 all: compounded portfolio wealth divided by compounded CNQ 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…
all analysis · Full analysis span regression · 6 months rolling