+247.2%
AMAT vs CCL
+5.2%
+242.0%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.3% | +0.1% | +4.2% | +4.3% |
| 7D | -1.5% | -5.0% | +3.5% | +0.3% |
| 30D | -14.8% | -20.3% | +5.6% | -7.8% |
| 3M | -9.3% | -15.1% | +5.9% | -4.3% |
| 6M | +27.4% | -15.1% | +42.5% | +33.4% |
| YTD | +77.6% | -21.8% | +99.3% | +90.1% |
| 1Y | +188.9% | -24.8% | +213.7% | +211.3% |
| 3Y | +202.3% | +51.9% | +150.4% | +143.1% |
| All | +247.2% | +5.2% | +242.0% | +206.3% |
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