+100.4%
CCL vs NVDX
+774.9%
-674.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVDX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.4% | +3.4% | -0.3% |
| 7D | -4.3% | -8.6% | +4.3% | -2.9% |
| 30D | -19.0% | -1.4% | -17.5% | -19.2% |
| 3M | -13.1% | +10.6% | -23.7% | -15.5% |
| 6M | -13.3% | +20.2% | -33.4% | -17.6% |
| YTD | -25.2% | +11.8% | -37.0% | -28.7% |
| 1Y | -27.2% | +12.9% | -40.1% | -31.7% |
| All | +100.4% | +774.9% | -674.4% | +21.9% |
Cumulative growth
Daily Returns
Daily percentage return beside NVDX.
Daily Out/Under-Performance
Portfolio return minus NVDX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVDX 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 NVDX 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