+52.5%
CCL vs NVD
-99.2%
+151.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | -0.1% |
| 7D | -5.0% | -11.1% | +6.1% | -6.8% |
| 30D | -20.3% | -13.3% | -7.1% | -21.8% |
| 3M | -15.1% | -19.8% | +4.7% | -16.8% |
| 6M | -15.1% | -48.8% | +33.7% | -21.6% |
| YTD | -21.8% | -49.7% | +27.9% | -27.4% |
| 1Y | -24.8% | -61.4% | +36.6% | -32.4% |
| 3Y | +51.9% | -99.1% | +151.0% | -14.7% |
| All | +52.5% | -99.2% | +151.8% | -15.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling