-61.6%
CCL vs NTR
+103.6%
-165.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.5% | -2.8% | -2.2% |
| 7D | -0.1% | +3.8% | -4.0% | -2.3% |
| 30D | -20.0% | +25.2% | -45.2% | -30.2% |
| 3M | -13.7% | +21.0% | -34.7% | -23.9% |
| 6M | -9.0% | +7.6% | -16.6% | -16.8% |
| YTD | -22.8% | +32.9% | -55.7% | -39.6% |
| 1Y | -25.3% | +43.1% | -68.4% | -45.0% |
| 3Y | +54.1% | +41.6% | +12.5% | +8.1% |
| 5Y | +3.5% | +54.8% | -51.3% | -46.6% |
| All | -61.6% | +103.6% | -165.2% | -87.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling