+181.0%
ABBV vs CCI
-51.2%
+232.2%
-21.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.0% | +1.9% | +1.1% |
| 7D | -4.1% | -0.3% | -3.9% | -4.1% |
| 30D | +1.2% | +2.1% | -0.9% | +0.7% |
| 3M | +12.1% | -17.8% | +29.9% | +16.5% |
| 6M | +12.0% | -14.2% | +26.2% | +15.2% |
| YTD | +12.4% | -13.3% | +25.8% | +15.1% |
| 1Y | +22.9% | -16.6% | +39.6% | +26.8% |
| 3Y | +86.8% | -10.8% | +97.6% | +89.5% |
| 5Y | +181.0% | -50.3% | +231.3% | +216.7% |
| All | +181.0% | -51.2% | +232.2% | +216.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling