+807.8%
CCL vs NOC
+16,458.4%
-15,650.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.6% | +0.8% |
| 7D | -5.0% | -5.2% | +0.1% | -3.6% |
| 30D | -20.3% | -7.2% | -13.1% | -18.7% |
| 3M | -15.1% | -5.1% | -10.0% | -14.2% |
| 6M | -15.1% | -31.1% | +16.0% | -6.0% |
| YTD | -21.8% | -8.6% | -13.2% | -20.8% |
| 1Y | -24.8% | -9.7% | -15.1% | -23.6% |
| 3Y | +51.9% | +24.3% | +27.6% | +35.8% |
| 5Y | +4.0% | +52.6% | -48.6% | -15.3% |
| 10Y | -42.2% | +183.6% | -225.8% | -60.9% |
| All | +807.8% | +16,458.4% | -15,650.6% | +197.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling