+89.8%
ABBV vs CRS
+620.4%
-530.6%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -2.2% | +3.9% | +1.7% |
| 7D | -2.0% | -4.1% | +2.1% | -1.8% |
| 30D | +2.0% | -16.6% | +18.5% | +2.8% |
| 3M | +14.2% | -14.3% | +28.4% | +14.7% |
| 6M | +14.1% | +11.6% | +2.5% | +12.5% |
| YTD | +14.2% | +42.6% | -28.3% | +11.0% |
| 1Y | +24.2% | +81.8% | -57.6% | +18.8% |
| All | +89.8% | +620.4% | -530.6% | +65.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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