-5.9%
ABT vs CCI
+7.6%
-13.5%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.6% | +6.5% | -0.9% | +4.5% |
| 7D | +12.5% | +5.0% | +7.5% | +11.6% |
| 30D | +16.1% | +36.4% | -20.3% | +10.9% |
| 3M | +10.2% | +20.4% | -10.2% | +7.0% |
| 6M | +33.7% | +4.9% | +28.8% | +32.0% |
| YTD | -5.5% | +7.8% | -13.3% | -7.1% |
| 1Y | -5.9% | +7.3% | -13.2% | -7.4% |
| All | -5.9% | +7.6% | -13.5% | -7.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling