+325.7%
AMGN vs CCL
-32.5%
+358.1%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.4% | +0.1% | -0.3% |
| 7D | +1.1% | -1.2% | +2.3% | +1.2% |
| 30D | +9.3% | +13.1% | -3.8% | +8.3% |
| 3M | +12.1% | +3.4% | +8.7% | +11.7% |
| 6M | +40.3% | +18.7% | +21.6% | +38.1% |
| YTD | +45.2% | -2.3% | +47.4% | +44.5% |
| 1Y | +42.4% | +14.2% | +28.2% | +40.1% |
| 3Y | +91.0% | +133.6% | -42.5% | +76.8% |
| 5Y | +157.4% | +33.5% | +123.9% | +140.8% |
| All | +325.7% | -32.5% | +358.1% | +363.6% |
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