+96,674.4%
AMAT vs CCL
+1,049.7%
+95,624.7%
-85.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -13.6% | -5.5% | -8.1% | -11.7% |
| 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% | -26.9% |
| YTD | +24.7% | -1.6% | +26.2% | +22.7% |
| 1Y | +33.3% | +11.8% | +21.5% | +24.9% |
| 3Y | +133.9% | +139.6% | -5.7% | +61.1% |
| 5Y | +117.1% | +21.3% | +95.8% | +71.7% |
| 10Y | +1,158.7% | -29.8% | +1,188.4% | +838.3% |
| All | +96,674.4% | +1,049.7% | +95,624.7% | +19,824.3% |
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 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