+45.8%
CCL vs NVD
-99.1%
+144.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.5% | -5.5% | -0.3% |
| 7D | -4.3% | +9.0% | -13.3% | -2.9% |
| 30D | -19.0% | -5.5% | -13.5% | -19.3% |
| 3M | -13.1% | -24.6% | +11.5% | -15.9% |
| 6M | -13.3% | -42.1% | +28.8% | -18.3% |
| YTD | -25.2% | -44.3% | +19.1% | -29.5% |
| 1Y | -27.2% | -54.2% | +27.0% | -32.7% |
| 3Y | +49.2% | -99.1% | +148.3% | -16.0% |
| All | +45.8% | -99.1% | +144.9% | -18.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NVD.
Daily Out/Under-Performance
Portfolio return minus NVD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVD 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 NVD 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