+60.4%
AMGN vs CCL
-23.9%
+84.4%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | +1.1% | -5.0% | +6.2% | +1.9% |
| 30D | +7.8% | -20.3% | +28.2% | +11.4% |
| 3M | +27.3% | -15.1% | +42.4% | +29.7% |
| 6M | +16.8% | -15.1% | +31.9% | +18.6% |
| YTD | +36.3% | -21.8% | +58.1% | +39.6% |
| 1Y | +60.4% | -24.8% | +85.2% | +57.3% |
| All | +60.4% | -23.9% | +84.4% | +57.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling