+54.1%
CCL vs NOC
+26.5%
+27.5%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.2% |
| 7D | -0.1% | -2.7% | +2.6% | -0.4% |
| 30D | -20.0% | -8.9% | -11.1% | -20.7% |
| 3M | -13.7% | -3.7% | -10.0% | -13.8% |
| 6M | -9.0% | -30.8% | +21.8% | -13.2% |
| YTD | -22.8% | -7.9% | -14.9% | -23.4% |
| 1Y | -25.3% | -9.4% | -15.9% | -26.0% |
| 3Y | +54.1% | +29.0% | +25.1% | +66.1% |
| All | +54.1% | +26.5% | +27.5% | +66.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling