+6,817.3%
ABT vs CCL
+1,100.5%
+5,716.8%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | +1.0% | +5.8% | -4.8% | +0.2% |
| 30D | +11.6% | +17.3% | -5.7% | +9.2% |
| 3M | +2.3% | +11.3% | -9.0% | +0.6% |
| 6M | +32.7% | +18.5% | +14.3% | +29.0% |
| YTD | -9.6% | +2.8% | -12.4% | -11.1% |
| 1Y | -10.1% | +16.7% | -26.8% | -13.1% |
| 3Y | +25.2% | +146.0% | -120.8% | +6.0% |
| 5Y | -4.5% | +33.6% | -38.2% | -16.6% |
| 10Y | +228.3% | -29.4% | +257.7% | +179.5% |
| All | +6,817.3% | +1,100.5% | +5,716.8% | +2,783.0% |
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