+767.6%
CCL vs NTRS
+7,716.8%
-6,949.2%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +1.4% | -2.4% | -1.8% |
| 7D | -4.3% | +0.3% | -4.6% | -4.5% |
| 30D | -19.0% | +0.2% | -19.1% | -19.0% |
| 3M | -13.1% | +13.2% | -26.3% | -19.3% |
| 6M | -13.3% | +36.9% | -50.2% | -28.0% |
| YTD | -25.2% | +39.1% | -64.3% | -38.6% |
| 1Y | -27.2% | +50.4% | -77.6% | -42.8% |
| 3Y | +49.2% | +166.8% | -117.6% | -15.4% |
| 5Y | +0.4% | +92.9% | -92.5% | -30.8% |
| 10Y | -42.3% | +255.7% | -297.9% | -68.9% |
| All | +767.6% | +7,716.8% | -6,949.2% | +19.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling