+1,156.2%
ABBV vs CCI
+71.3%
+1,084.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.9% | +0.4% | -0.9% |
| 7D | +0.4% | -0.4% | +0.8% | +0.5% |
| 30D | +4.2% | +2.7% | +1.5% | +3.3% |
| 3M | +14.8% | -18.2% | +33.0% | +21.0% |
| 6M | +10.3% | -14.8% | +25.0% | +14.5% |
| YTD | +14.9% | -12.6% | +27.5% | +18.1% |
| 1Y | +24.1% | -16.7% | +40.9% | +29.2% |
| 3Y | +91.9% | -10.5% | +102.5% | +93.2% |
| 5Y | +176.0% | -51.4% | +227.5% | +228.1% |
| 10Y | +502.9% | +20.0% | +482.9% | +438.3% |
| All | +1,156.2% | +71.3% | +1,084.8% | +929.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling