+216.6%
CCL vs NTAP
+23,420.6%
-23,204.1%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | -5.0% | -0.8% | -4.3% | -4.9% |
| 30D | -20.3% | -0.5% | -19.8% | -20.4% |
| 3M | -15.1% | +4.1% | -19.2% | -16.2% |
| 6M | -15.1% | +88.0% | -103.1% | -27.4% |
| YTD | -21.8% | +75.6% | -97.4% | -32.3% |
| 1Y | -24.8% | +58.9% | -83.7% | -33.3% |
| 3Y | +51.9% | +153.6% | -101.7% | +21.1% |
| 5Y | +4.0% | +127.6% | -123.6% | -14.0% |
| 10Y | -42.2% | +580.4% | -622.6% | -60.8% |
| All | +216.6% | +23,420.6% | -23,204.1% | +11.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling