-41.7%
CCL vs NTAP
+581.2%
-622.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.3% | +0.2% | -0.7% |
| 7D | -4.4% | +2.2% | -6.6% | -5.7% |
| 30D | -18.2% | -7.0% | -11.2% | -14.7% |
| 3M | -17.7% | +12.3% | -30.0% | -24.4% |
| 6M | -13.0% | +85.1% | -98.1% | -44.9% |
| YTD | -24.5% | +74.8% | -99.2% | -50.9% |
| 1Y | -26.9% | +52.7% | -79.6% | -48.0% |
| 3Y | +50.8% | +147.7% | -96.9% | -27.1% |
| 5Y | -0.9% | +124.8% | -125.7% | -48.6% |
| 10Y | -41.7% | +589.7% | -631.4% | -82.8% |
| All | -41.7% | +581.2% | -622.8% | -82.8% |
Cumulative growth
Daily Returns
Daily percentage return beside NTAP.
Daily Out/Under-Performance
Portfolio return minus NTAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTAP 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 NTAP 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