+47.5%
CCL vs NVDL
+626.5%
-579.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.2% |
| 7D | -4.3% | -8.7% | +4.4% | -2.9% |
| 30D | -19.0% | -1.3% | -17.7% | -19.2% |
| 3M | -13.1% | +11.4% | -24.4% | -15.7% |
| 6M | -13.3% | +22.9% | -36.2% | -18.1% |
| YTD | -25.2% | +15.4% | -40.7% | -29.2% |
| 1Y | -27.2% | +18.8% | -45.9% | -32.3% |
| All | +47.5% | +626.5% | -579.0% | -17.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDL.
Daily Out/Under-Performance
Portfolio return minus NVDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDL 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 NVDL 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