+117.1%
AMAT vs CCL
+23.2%
+93.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.5% | -8.1% | -11.6% |
| 7D | -24.3% | +2.6% | -26.9% | -25.0% |
| 30D | -39.8% | +11.3% | -51.1% | -42.1% |
| 3M | -40.2% | +0.3% | -40.4% | -40.6% |
| 6M | -22.1% | +16.1% | -38.2% | -27.0% |
| YTD | +24.7% | -1.6% | +26.2% | +22.5% |
| 1Y | +33.3% | +11.8% | +21.5% | +24.6% |
| 3Y | +133.9% | +139.6% | -5.7% | +60.0% |
| 5Y | +117.1% | +21.3% | +95.8% | +68.3% |
| All | +117.1% | +23.2% | +93.8% | +68.3% |
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 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