+3.5%
CCL vs NTAP
+135.7%
-132.2%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.9% | -3.2% | -2.4% |
| 7D | -0.1% | +3.3% | -3.4% | -2.1% |
| 30D | -20.0% | -0.2% | -19.8% | -20.3% |
| 3M | -13.7% | +11.4% | -25.0% | -20.2% |
| 6M | -9.0% | +88.7% | -97.7% | -43.9% |
| YTD | -22.8% | +78.9% | -101.7% | -51.2% |
| 1Y | -25.3% | +58.8% | -84.1% | -48.4% |
| 3Y | +54.1% | +153.5% | -99.5% | -35.4% |
| 5Y | +3.5% | +136.7% | -133.3% | -57.2% |
| All | +3.5% | +135.7% | -132.2% | -57.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling