-13.3%
CCL vs NVDL
+26.0%
-39.3%
-26.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.7% | +3.7% | -0.1% |
| 7D | -4.3% | -8.7% | +4.4% | -2.7% |
| 30D | -19.0% | -1.3% | -17.7% | -19.1% |
| 3M | -13.1% | +11.4% | -24.4% | -16.3% |
| 6M | -13.3% | +22.9% | -36.2% | -27.5% |
| All | -13.3% | +26.0% | -39.3% | -27.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling