+106.0%
ABBV vs CRBG
+117.3%
-11.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRBG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +0.3% | +0.6% | -0.3% | +0.2% |
| 30D | +3.4% | +2.6% | +0.7% | +3.1% |
| 3M | +15.2% | +24.0% | -8.8% | +12.9% |
| 6M | +14.7% | +50.5% | -35.8% | +10.2% |
| YTD | +15.2% | +17.1% | -1.9% | +12.9% |
| 1Y | +20.4% | +5.9% | +14.5% | +19.2% |
| 3Y | +91.3% | +122.7% | -31.4% | +76.0% |
| All | +106.0% | +117.3% | -11.3% | +90.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CRBG.
Daily Out/Under-Performance
Portfolio return minus CRBG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRBG 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 CRBG 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