+49.3%
CCL vs NTRS
+168.2%
-118.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.1% | +0.2% | +0.4% |
| 7D | -3.2% | +1.4% | -4.6% | -4.3% |
| 30D | -17.8% | -0.7% | -17.1% | -17.4% |
| 3M | -18.7% | +11.3% | -30.0% | -25.7% |
| 6M | -11.4% | +35.5% | -46.9% | -31.2% |
| YTD | -24.3% | +40.6% | -64.9% | -43.3% |
| 1Y | -28.8% | +49.2% | -78.0% | -49.3% |
| 3Y | +49.3% | +167.2% | -117.9% | -37.7% |
| All | +49.3% | +168.2% | -118.8% | -37.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS 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 3y: compounded portfolio wealth divided by compounded NTRS 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…
3y analysis · Full analysis span regression · 6 months rolling