-34.0%
CCL vs NOC
+160.0%
-194.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.4% |
| 7D | -1.2% | +4.8% | -6.0% | -2.5% |
| 30D | +13.1% | +11.0% | +2.1% | +9.5% |
| 3M | +3.4% | -3.8% | +7.2% | +4.2% |
| 6M | +18.7% | +0.6% | +18.1% | +17.6% |
| YTD | -2.3% | -2.3% | 0.0% | -3.5% |
| 1Y | +14.2% | +0.3% | +13.9% | +11.8% |
| 3Y | +133.6% | +24.6% | +109.0% | +104.8% |
| 5Y | +33.5% | +66.0% | -32.5% | -5.7% |
| All | -34.0% | +160.0% | -194.1% | -59.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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