-62.4%
CCL vs NTR
+97.9%
-160.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.5% |
| 7D | -3.2% | -1.3% | -1.9% | -2.5% |
| 30D | -17.8% | +16.8% | -34.6% | -25.3% |
| 3M | -18.7% | +20.7% | -39.4% | -28.3% |
| 6M | -11.4% | +0.5% | -11.9% | -15.4% |
| YTD | -24.3% | +29.2% | -53.5% | -39.8% |
| 1Y | -28.8% | +39.6% | -68.4% | -46.8% |
| 3Y | +49.3% | +37.9% | +11.5% | +6.3% |
| 5Y | +1.6% | +47.1% | -45.5% | -45.4% |
| All | -62.4% | +97.9% | -160.3% | -87.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NTR.
Daily Out/Under-Performance
Portfolio return minus NTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTR 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 10y: compounded portfolio wealth divided by compounded NTR 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…
10y analysis · Full analysis span regression · 6 months rolling