+603.7%
ABBV vs CVE
+136.7%
+467.0%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.6% |
| 7D | +1.5% | -10.1% | +11.6% | +2.6% |
| 30D | +6.7% | -12.1% | +18.8% | +8.0% |
| 3M | +19.9% | -1.9% | +21.8% | +19.9% |
| 6M | +47.5% | -1.8% | +49.3% | +47.1% |
| YTD | +32.2% | +65.8% | -33.6% | +24.3% |
| 1Y | +37.8% | +60.8% | -23.0% | +30.0% |
| 3Y | +134.8% | +70.1% | +64.6% | +116.9% |
| 5Y | +203.0% | +134.8% | +68.2% | +163.2% |
| 10Y | +603.7% | +130.1% | +473.6% | +425.2% |
| All | +603.7% | +136.7% | +467.0% | +425.2% |
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