+199.8%
ABBV vs CVE
+142.8%
+57.0%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.6% | +1.6% | +1.1% |
| 7D | -1.2% | -16.1% | +14.9% | -0.2% |
| 30D | +8.0% | -10.4% | +18.4% | +8.6% |
| 3M | +20.2% | -2.4% | +22.6% | +20.2% |
| 6M | +44.0% | -4.4% | +48.4% | +44.0% |
| YTD | +31.3% | +64.9% | -33.6% | +26.3% |
| 1Y | +37.0% | +66.0% | -29.1% | +31.7% |
| 3Y | +128.0% | +57.7% | +70.3% | +116.6% |
| All | +199.8% | +142.8% | +57.0% | +175.5% |
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 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