-13.3%
CCL vs NTRS
+35.7%
-49.0%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.9% |
| 7D | -4.3% | +0.3% | -4.6% | -4.5% |
| 30D | -19.0% | +0.2% | -19.1% | -19.1% |
| 3M | -13.1% | +13.2% | -26.3% | -20.7% |
| 6M | -13.3% | +36.9% | -50.2% | -41.8% |
| All | -13.3% | +35.7% | -49.0% | -41.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling