+146.0%
CCL vs NTAP
+144.3%
+1.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.2% | -0.2% |
| 7D | +5.8% | -7.8% | +13.6% | +8.8% |
| 30D | +17.3% | -25.8% | +43.0% | +29.9% |
| 3M | +11.3% | -11.2% | +22.6% | +14.8% |
| 6M | +18.5% | +49.9% | -31.5% | -5.1% |
| YTD | +2.8% | +66.9% | -64.1% | -23.1% |
| 1Y | +16.7% | +58.8% | -42.1% | -10.3% |
| 3Y | +146.0% | +140.8% | +5.2% | +67.5% |
| All | +146.0% | +144.3% | +1.8% | +67.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling