+54.2%
CCL vs NVMI
+1,995.1%
-1,940.8%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVMI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.3% | -2.7% | -1.5% |
| 7D | -0.1% | +11.7% | -11.8% | -1.8% |
| 30D | -20.0% | -4.0% | -15.9% | -19.6% |
| 3M | -13.7% | -25.8% | +12.1% | -10.4% |
| 6M | -9.0% | -8.3% | -0.7% | -8.6% |
| YTD | -22.8% | +14.8% | -37.6% | -25.2% |
| 1Y | -25.3% | +37.9% | -63.2% | -29.7% |
| 3Y | +54.1% | +216.3% | -162.2% | +27.3% |
| 5Y | +3.5% | +277.2% | -273.7% | -15.9% |
| 10Y | -41.0% | +3,074.3% | -3,115.4% | -60.6% |
| All | +54.2% | +1,995.1% | -1,940.8% | -16.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling