+10.4%
CCL vs NTAP
+70.2%
-59.8%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | +1.6% | -6.0% | -4.6% |
| 7D | -0.3% | +9.9% | -10.2% | -1.8% |
| 30D | +10.3% | -22.1% | +32.5% | +14.3% |
| 3M | +6.6% | -7.7% | +14.3% | +7.5% |
| 6M | +20.0% | +60.9% | -40.9% | +9.4% |
| YTD | -1.9% | +76.4% | -78.3% | -13.5% |
| 1Y | +10.4% | +69.3% | -58.9% | -0.8% |
| All | +10.4% | +70.2% | -59.8% | -0.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling