+497.0%
ABBV vs CCL
-42.2%
+539.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.0% | +1.0% |
| 7D | -4.1% | -4.4% | +0.3% | -3.8% |
| 30D | +1.2% | -18.2% | +19.4% | +2.7% |
| 3M | +12.1% | -17.7% | +29.8% | +13.6% |
| 6M | +12.0% | -13.0% | +25.0% | +12.7% |
| YTD | +12.4% | -24.5% | +36.9% | +14.1% |
| 1Y | +22.9% | -26.9% | +49.9% | +24.8% |
| 3Y | +86.8% | +50.8% | +36.0% | +75.6% |
| 5Y | +181.0% | -0.9% | +181.9% | +165.4% |
| 10Y | +497.0% | -41.7% | +538.6% | +503.8% |
| All | +497.0% | -42.2% | +539.1% | +503.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 CCL 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