+1,156.2%
ABBV vs CCL
-20.7%
+1,176.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.6% | -1.5% |
| 7D | +0.4% | -5.0% | +5.4% | +0.9% |
| 30D | +4.2% | -20.3% | +24.5% | +6.3% |
| 3M | +14.8% | -15.1% | +30.0% | +16.3% |
| 6M | +10.3% | -15.1% | +25.4% | +11.3% |
| YTD | +14.9% | -21.8% | +36.7% | +16.6% |
| 1Y | +24.1% | -24.8% | +48.9% | +26.1% |
| 3Y | +91.9% | +51.9% | +40.1% | +78.1% |
| 5Y | +176.0% | +4.0% | +172.0% | +156.3% |
| 10Y | +502.9% | -42.2% | +545.2% | +470.4% |
| All | +1,156.2% | -20.7% | +1,176.9% | +917.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling