+135.1%
ABBV vs CPNG
-1.0%
+136.1%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPNG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.2% |
| 7D | +1.3% | -6.8% | +8.0% | +1.5% |
| 30D | +4.7% | +5.5% | -0.8% | +4.6% |
| 3M | +18.3% | -6.8% | +25.1% | +18.5% |
| 6M | +43.4% | -4.8% | +48.2% | +43.1% |
| YTD | +33.0% | -35.6% | +68.6% | +35.0% |
| 1Y | +30.8% | -46.8% | +77.6% | +34.0% |
| 3Y | +135.1% | -0.8% | +135.9% | +143.1% |
| All | +135.1% | -1.0% | +136.1% | +143.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CPNG.
Daily Out/Under-Performance
Portfolio return minus CPNG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPNG 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 CPNG 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