-9.4%
ABT vs CCL
+1.3%
-10.7%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | -0.1% |
| 7D | -4.7% | -4.4% | -0.4% | -4.4% |
| 30D | -3.1% | -18.2% | +15.1% | -1.4% |
| 3M | +16.1% | -17.7% | +33.9% | +18.0% |
| 6M | -5.3% | -13.0% | +7.7% | -4.5% |
| YTD | -14.4% | -24.5% | +10.0% | -12.9% |
| 1Y | -18.4% | -26.9% | +8.5% | -16.8% |
| 3Y | +11.2% | +50.8% | -39.5% | +3.7% |
| 5Y | -9.4% | -0.9% | -8.5% | -20.2% |
| All | -9.4% | +1.3% | -10.7% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling