-34.0%
CCL vs NTAP
+583.1%
-617.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.5% | +2.2% | +1.1% |
| 7D | -1.2% | +7.2% | -8.4% | -5.3% |
| 30D | +13.1% | -18.4% | +31.5% | +25.8% |
| 3M | +3.4% | -11.3% | +14.7% | +8.3% |
| 6M | +18.7% | +53.8% | -35.0% | -16.5% |
| YTD | -2.3% | +72.0% | -74.2% | -37.5% |
| 1Y | +14.2% | +68.0% | -53.8% | -26.0% |
| 3Y | +133.6% | +149.5% | -15.9% | +8.5% |
| 5Y | +33.5% | +125.6% | -92.1% | -32.8% |
| All | -34.0% | +583.1% | -617.2% | -80.9% |
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