-27.2%
CCL vs NOC
-7.7%
-19.5%
-32.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.7% | -1.7% | -1.0% |
| 7D | -4.3% | -1.8% | -2.5% | -4.2% |
| 30D | -19.0% | -9.4% | -9.5% | -18.5% |
| 3M | -13.1% | -3.8% | -9.2% | -12.7% |
| 6M | -13.3% | -28.8% | +15.5% | -12.4% |
| YTD | -25.2% | -7.9% | -17.4% | -29.9% |
| 1Y | -27.2% | -9.0% | -18.2% | -32.1% |
| All | -27.2% | -7.7% | -19.5% | -32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling