-43.4%
CCL vs NVS
+180.2%
-223.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | 0.0% | -1.0% | -1.0% |
| 7D | -4.3% | -15.7% | +11.4% | +4.2% |
| 30D | -19.0% | -11.1% | -7.9% | -14.7% |
| 3M | -13.1% | -7.2% | -5.9% | -11.2% |
| 6M | -13.3% | -12.3% | -1.0% | -8.1% |
| YTD | -25.2% | +2.8% | -28.0% | -27.5% |
| 1Y | -27.2% | +11.9% | -39.1% | -32.8% |
| 3Y | +49.2% | +55.1% | -5.8% | +9.9% |
| 5Y | +0.4% | +94.1% | -93.7% | -38.0% |
| All | -43.4% | +180.2% | -223.5% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVS.
Daily Out/Under-Performance
Portfolio return minus NVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVS 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 NVS 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