+134.8%
ABBV vs CVE
+67.9%
+66.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.5% | +0.2% | +0.7% |
| 7D | +1.5% | -10.1% | +11.6% | +2.0% |
| 30D | +6.7% | -12.1% | +18.8% | +7.3% |
| 3M | +19.9% | -1.9% | +21.8% | +19.8% |
| 6M | +47.5% | -1.8% | +49.3% | +47.1% |
| YTD | +32.2% | +65.8% | -33.6% | +27.7% |
| 1Y | +37.8% | +60.8% | -23.0% | +33.4% |
| 3Y | +134.8% | +70.1% | +64.6% | +118.5% |
| All | +134.8% | +67.9% | +66.8% | +118.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling