+0.4%
CCL vs NTR
+45.0%
-44.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.4% | -0.4% |
| 7D | -4.3% | -2.5% | -1.8% | -3.7% |
| 30D | -19.0% | +17.0% | -36.0% | -22.3% |
| 3M | -13.1% | +22.2% | -35.3% | -18.0% |
| 6M | -13.3% | +5.2% | -18.5% | -16.0% |
| YTD | -25.2% | +29.7% | -54.9% | -33.2% |
| 1Y | -27.2% | +39.4% | -66.6% | -37.0% |
| 3Y | +49.2% | +38.2% | +11.0% | +26.9% |
| 5Y | +0.4% | +47.6% | -47.3% | -32.8% |
| All | +0.4% | +45.0% | -44.6% | -32.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling