-41.7%
CCL vs NOC
+186.7%
-228.4%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.6% | -1.6% | -2.0% |
| 7D | -4.4% | -1.6% | -2.8% | -4.0% |
| 30D | -18.2% | -10.4% | -7.8% | -15.6% |
| 3M | -17.7% | -5.6% | -12.1% | -16.6% |
| 6M | -13.0% | -30.4% | +17.4% | -3.5% |
| YTD | -24.5% | -8.5% | -16.0% | -23.8% |
| 1Y | -26.9% | -8.3% | -18.6% | -26.4% |
| 3Y | +50.8% | +28.2% | +22.5% | +28.8% |
| 5Y | -0.9% | +56.7% | -57.6% | -29.0% |
| 10Y | -41.7% | +189.3% | -231.0% | -65.3% |
| All | -41.7% | +186.7% | -228.4% | -65.3% |
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