+158.9%
CCL vs NVDL
+2,608.0%
-2,449.2%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.8% | -0.4% | -1.8% |
| 7D | -4.4% | -0.8% | -3.5% | -4.3% |
| 30D | -18.2% | +3.4% | -21.6% | -19.1% |
| 3M | -17.7% | +8.1% | -25.8% | -19.9% |
| 6M | -13.0% | +31.9% | -44.9% | -19.3% |
| YTD | -24.5% | +21.1% | -45.6% | -29.5% |
| 1Y | -26.9% | +34.0% | -61.0% | -34.2% |
| 3Y | +50.8% | +677.9% | -627.2% | -23.2% |
| All | +158.9% | +2,608.0% | -2,449.2% | -15.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling