+315.2%
CCL vs NTAP
+23,159.9%
-22,844.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.1% | -4.2% | -1.1% |
| 7D | -1.5% | -2.4% | +0.9% | -1.0% |
| 30D | +16.5% | -23.4% | +39.9% | +23.1% |
| 3M | +11.2% | -7.5% | +18.7% | +12.5% |
| 6M | +22.6% | +56.4% | -33.8% | +8.9% |
| YTD | +2.6% | +73.6% | -71.0% | -11.4% |
| 1Y | +17.0% | +68.4% | -51.4% | +1.7% |
| 3Y | +145.5% | +150.6% | -5.0% | +95.2% |
| 5Y | +36.1% | +122.5% | -86.4% | +12.5% |
| 10Y | -29.4% | +589.7% | -619.2% | -52.4% |
| All | +315.2% | +23,159.9% | -22,844.7% | +45.2% |
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 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