+37.2%
AMGN vs CCL
-26.6%
+63.8%
-16.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.2% | -2.6% | -1.5% |
| 7D | -13.7% | -3.2% | -10.5% | -13.3% |
| 30D | -8.8% | -17.8% | +9.0% | -6.2% |
| 3M | +7.2% | -18.7% | +25.9% | +10.1% |
| 6M | +1.3% | -11.4% | +12.7% | +2.3% |
| YTD | +17.6% | -24.3% | +42.0% | +21.1% |
| 1Y | +37.2% | -28.8% | +66.0% | +30.7% |
| All | +37.2% | -26.6% | +63.8% | +30.7% |
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