+1,129.0%
ABBV vs CPAY
+644.3%
+484.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPAY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.2% | +1.1% | +0.9% |
| 7D | -4.1% | -2.5% | -1.7% | -3.6% |
| 30D | +1.2% | +1.3% | -0.1% | +0.9% |
| 3M | +12.1% | +13.5% | -1.4% | +8.9% |
| 6M | +12.0% | +24.7% | -12.7% | +6.1% |
| YTD | +12.4% | +34.9% | -22.5% | +3.8% |
| 1Y | +22.9% | +29.7% | -6.7% | +14.2% |
| 3Y | +86.8% | +49.4% | +37.4% | +64.4% |
| 5Y | +181.0% | +53.5% | +127.5% | +140.2% |
| 10Y | +497.0% | +152.5% | +344.5% | +324.8% |
| All | +1,129.0% | +644.3% | +484.7% | +599.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPAY.
Daily Out/Under-Performance
Portfolio return minus CPAY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPAY 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 CPAY 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