+604.1%
ABBV vs CVE
+149.3%
+454.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.7% | -0.5% | +0.1% |
| 7D | +1.3% | +5.9% | -4.7% | +0.7% |
| 30D | +4.7% | -10.9% | +15.6% | +5.9% |
| 3M | +18.3% | -4.5% | +22.9% | +18.7% |
| 6M | +43.4% | -1.0% | +44.4% | +42.9% |
| YTD | +33.0% | +74.7% | -41.8% | +24.3% |
| 1Y | +30.8% | +65.8% | -35.0% | +22.9% |
| 3Y | +135.1% | +73.2% | +61.9% | +116.9% |
| 5Y | +201.2% | +155.6% | +45.6% | +159.2% |
| All | +604.1% | +149.3% | +454.9% | +424.1% |
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