-9.9%
ABT vs CCI
-50.2%
+40.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.2% | -2.8% | -2.6% |
| 7D | -3.1% | +0.2% | -3.3% | -3.2% |
| 30D | -2.1% | +0.5% | -2.6% | -2.3% |
| 3M | +17.4% | -16.3% | +33.7% | +23.5% |
| 6M | -2.4% | -13.9% | +11.6% | +1.5% |
| YTD | -14.2% | -12.4% | -1.8% | -11.7% |
| 1Y | -18.3% | -15.2% | -3.2% | -15.1% |
| 3Y | +11.5% | -9.9% | +21.4% | +11.1% |
| 5Y | -9.9% | -50.8% | +41.0% | +13.7% |
| All | -9.9% | -50.2% | +40.3% | +13.7% |
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