+498.4%
ABBV vs CVE
+159.5%
+338.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.3% |
| 7D | +0.4% | +2.5% | -2.1% | +0.1% |
| 30D | +4.2% | +16.7% | -12.6% | +2.4% |
| 3M | +14.8% | +9.3% | +5.6% | +13.5% |
| 6M | +10.3% | +43.6% | -33.3% | +5.7% |
| YTD | +14.9% | +93.6% | -78.7% | +6.4% |
| 1Y | +24.1% | +98.8% | -74.6% | +14.4% |
| 3Y | +91.9% | +73.6% | +18.3% | +77.2% |
| 5Y | +176.0% | +312.5% | -136.4% | +123.9% |
| All | +498.4% | +159.5% | +338.9% | +354.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CVE.
Daily Out/Under-Performance
Portfolio return minus CVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVE 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 CVE 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