+1,162.1%
AMAT vs CCL
-30.2%
+1,192.3%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.2% | +0.5% | +3.7% | +4.1% |
| 7D | -14.7% | +3.1% | -17.8% | -15.6% |
| 30D | -36.1% | +13.7% | -49.8% | -38.6% |
| 3M | -36.9% | +3.8% | -40.7% | -37.8% |
| 6M | -22.2% | +9.3% | -31.5% | -25.0% |
| YTD | +29.9% | -1.1% | +31.0% | +28.1% |
| 1Y | +43.3% | +14.6% | +28.7% | +34.7% |
| 3Y | +142.7% | +146.4% | -3.7% | +76.6% |
| 5Y | +126.2% | +21.9% | +104.4% | +84.9% |
| All | +1,162.1% | -30.2% | +1,192.3% | +1,073.6% |
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