+499.9%
ABBV vs CCI
+20.8%
+479.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.7% | +3.4% | +2.1% |
| 7D | -2.0% | -4.4% | +2.4% | -0.8% |
| 30D | +2.0% | +0.3% | +1.7% | +1.8% |
| 3M | +14.2% | -20.0% | +34.1% | +20.8% |
| 6M | +14.1% | -14.5% | +28.6% | +18.3% |
| YTD | +14.2% | -14.9% | +29.1% | +18.1% |
| 1Y | +24.2% | -17.7% | +41.9% | +29.5% |
| 3Y | +89.8% | -12.4% | +102.2% | +92.1% |
| 5Y | +187.2% | -50.1% | +237.3% | +237.7% |
| All | +499.9% | +20.8% | +479.1% | +493.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling