+234.1%
ABT vs CCL
-32.5%
+266.6%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.2% |
| 7D | -1.3% | -1.2% | -0.1% | -1.2% |
| 30D | +6.0% | +13.1% | -7.1% | +5.0% |
| 3M | -1.9% | +3.4% | -5.2% | -2.3% |
| 6M | +31.2% | +18.7% | +12.5% | +28.9% |
| YTD | -11.2% | -2.3% | -9.0% | -11.7% |
| 1Y | -14.0% | +14.2% | -28.2% | -15.5% |
| 3Y | +20.7% | +133.6% | -112.9% | +10.0% |
| 5Y | -6.7% | +33.5% | -40.2% | -14.2% |
| All | +234.1% | -32.5% | +266.6% | +255.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling