+6,642.4%
ABT vs CCL
+813.5%
+5,828.9%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.6% | -0.4% |
| 7D | -3.7% | -5.0% | +1.4% | -3.0% |
| 30D | +2.5% | -20.3% | +22.8% | +5.6% |
| 3M | +20.2% | -15.1% | +35.3% | +22.5% |
| 6M | -2.9% | -15.1% | +12.2% | -1.5% |
| YTD | -11.9% | -21.8% | +9.9% | -9.9% |
| 1Y | -16.5% | -24.8% | +8.2% | -14.5% |
| 3Y | +12.1% | +51.9% | -39.7% | +1.4% |
| 5Y | -7.4% | +4.0% | -11.4% | -16.5% |
| 10Y | +210.7% | -42.2% | +252.9% | +171.1% |
| All | +6,642.4% | +813.5% | +5,828.9% | +2,821.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling