+40.7%
ABBV vs CCI
+7.6%
+33.1%
-15.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | +6.5% | -3.4% | +2.2% |
| 7D | +3.1% | +5.0% | -2.0% | +2.4% |
| 30D | +11.6% | +36.4% | -24.8% | +7.2% |
| 3M | +21.7% | +20.4% | +1.3% | +18.7% |
| 6M | +43.5% | +4.9% | +38.6% | +42.9% |
| YTD | +32.9% | +7.8% | +25.1% | +32.2% |
| 1Y | +40.7% | +7.3% | +33.3% | +40.2% |
| All | +40.7% | +7.6% | +33.1% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CCI.
Daily Out/Under-Performance
Portfolio return minus CCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCI 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 1y: compounded portfolio wealth divided by compounded CCI 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…
1y analysis · Full analysis span regression · 6 months rolling