-42.6%
CCL vs NVMI
+3,158.6%
-3,201.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.6% | -0.3% | +0.5% |
| 7D | -3.2% | -0.1% | -3.2% | -3.2% |
| 30D | -17.8% | -8.4% | -9.4% | -14.8% |
| 3M | -18.7% | -33.6% | +14.9% | -5.0% |
| 6M | -11.4% | -14.7% | +3.3% | -9.1% |
| YTD | -24.3% | +13.2% | -37.5% | -33.0% |
| 1Y | -28.8% | +29.0% | -57.8% | -41.6% |
| 3Y | +49.3% | +215.0% | -165.7% | -31.0% |
| 5Y | +1.6% | +268.6% | -267.0% | -57.3% |
| All | -42.6% | +3,158.6% | -3,201.3% | -87.4% |
Cumulative growth
Daily Returns
Daily percentage return beside NVMI.
Daily Out/Under-Performance
Portfolio return minus NVMI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVMI 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 10y: compounded portfolio wealth divided by compounded NVMI 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…
10y analysis · Full analysis span regression · 6 months rolling