+1,354.0%
ABBV vs CCL
-0.9%
+1,354.9%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.4% | +0.6% | +0.2% |
| 7D | +1.3% | -1.2% | +2.5% | +1.4% |
| 30D | +4.7% | +13.1% | -8.4% | +3.5% |
| 3M | +18.3% | +3.4% | +15.0% | +17.7% |
| 6M | +43.4% | +18.7% | +24.7% | +40.4% |
| YTD | +33.0% | -2.3% | +35.2% | +31.9% |
| 1Y | +30.8% | +14.2% | +16.6% | +27.7% |
| 3Y | +135.1% | +133.6% | +1.6% | +109.0% |
| 5Y | +201.2% | +33.5% | +167.7% | +173.1% |
| 10Y | +602.7% | -32.8% | +635.5% | +566.5% |
| All | +1,354.0% | -0.9% | +1,354.9% | +1,051.2% |
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