+602.6%
ABBV vs CVE
+144.4%
+458.2%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.7% | -2.3% | +0.1% |
| 7D | +0.1% | +0.1% | 0.0% | 0.0% |
| 30D | +5.6% | -10.8% | +16.4% | +6.7% |
| 3M | +18.7% | -4.3% | +23.0% | +19.0% |
| 6M | +47.4% | -1.5% | +48.9% | +47.0% |
| YTD | +33.0% | +70.7% | -37.8% | +24.6% |
| 1Y | +34.9% | +58.1% | -23.2% | +27.5% |
| 3Y | +135.2% | +69.8% | +65.3% | +117.4% |
| 5Y | +202.1% | +148.9% | +53.1% | +160.6% |
| 10Y | +602.6% | +143.5% | +459.0% | +424.2% |
| All | +602.6% | +144.4% | +458.2% | +424.2% |
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