+182.6%
ABBV vs CVE
+317.2%
-134.6%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.3% | -0.1% | -1.4% |
| 7D | +0.4% | +2.5% | -2.1% | +0.2% |
| 30D | +4.2% | +16.7% | -12.6% | +3.1% |
| 3M | +14.8% | +9.3% | +5.6% | +14.0% |
| 6M | +10.3% | +43.6% | -33.3% | +7.4% |
| YTD | +14.9% | +93.6% | -78.7% | +9.4% |
| 1Y | +24.1% | +98.8% | -74.6% | +17.8% |
| 3Y | +91.9% | +73.6% | +18.3% | +81.4% |
| All | +182.6% | +317.2% | -134.6% | +142.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling