-4.1%
ABT vs CCI
-36.6%
+32.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.7% | -1.8% | -0.5% |
| 7D | +1.0% | +3.2% | -2.2% | +0.1% |
| 30D | +11.6% | +12.2% | -0.6% | +7.9% |
| 3M | +2.3% | +23.1% | -20.8% | -4.0% |
| 6M | +32.7% | +1.3% | +31.5% | +31.6% |
| YTD | -9.6% | +4.5% | -14.1% | -11.8% |
| 1Y | -10.1% | +2.3% | -12.4% | -11.7% |
| 3Y | +25.2% | +9.8% | +15.4% | +17.5% |
| All | -4.1% | -36.6% | +32.5% | +15.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling