+1,093.0%
CCL vs NOC
+17,539.7%
-16,446.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.8% | -2.0% | -0.7% |
| 7D | +5.8% | -0.3% | +6.1% | +5.8% |
| 30D | +17.3% | +14.1% | +3.1% | +12.6% |
| 3M | +11.3% | -4.6% | +16.0% | +12.4% |
| 6M | +18.5% | +0.7% | +17.7% | +17.3% |
| YTD | +2.8% | -2.6% | +5.4% | +1.9% |
| 1Y | +16.7% | -1.0% | +17.7% | +15.2% |
| 3Y | +146.0% | +24.5% | +121.5% | +120.8% |
| 5Y | +33.6% | +64.3% | -30.7% | +6.4% |
| 10Y | -29.4% | +162.8% | -192.2% | -51.4% |
| All | +1,093.0% | +17,539.7% | -16,446.8% | +283.2% |
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