+602.8%
ABBV vs CVE
+147.6%
+455.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.7% | -1.9% | -0.4% |
| 7D | +2.2% | +4.6% | -2.5% | +1.7% |
| 30D | +8.0% | -12.0% | +20.0% | +9.3% |
| 3M | +19.1% | -3.8% | +22.9% | +19.3% |
| 6M | +43.5% | -2.7% | +46.3% | +43.4% |
| YTD | +32.7% | +73.6% | -40.9% | +24.2% |
| 1Y | +30.0% | +62.0% | -32.0% | +22.5% |
| 3Y | +134.7% | +72.7% | +62.0% | +116.6% |
| 5Y | +200.6% | +153.9% | +46.7% | +158.8% |
| All | +602.8% | +147.6% | +455.1% | +423.4% |
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