+195.5%
AMGN vs CCL
-41.3%
+236.8%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.4% |
| 7D | -13.7% | -3.2% | -10.5% | -13.5% |
| 30D | -8.8% | -17.8% | +9.0% | -7.5% |
| 3M | +7.2% | -18.7% | +25.9% | +8.7% |
| 6M | +1.3% | -11.4% | +12.7% | +1.8% |
| YTD | +17.6% | -24.3% | +42.0% | +19.4% |
| 1Y | +37.2% | -28.8% | +66.0% | +39.6% |
| 3Y | +57.7% | +49.3% | +8.4% | +50.8% |
| 5Y | +106.3% | +1.6% | +104.6% | +97.1% |
| All | +195.5% | -41.3% | +236.8% | +256.2% |
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