-0.9%
CCL vs NVS
+89.9%
-90.8%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.2% | -2.0% | -2.1% |
| 7D | -4.4% | -15.4% | +11.0% | +1.8% |
| 30D | -18.2% | -12.3% | -5.9% | -14.4% |
| 3M | -17.7% | -7.8% | -9.9% | -16.1% |
| 6M | -13.0% | -13.0% | 0.0% | -8.9% |
| YTD | -24.5% | +2.8% | -27.2% | -26.0% |
| 1Y | -26.9% | +10.6% | -37.6% | -30.5% |
| 3Y | +50.8% | +55.1% | -4.3% | +20.2% |
| 5Y | -0.9% | +91.7% | -92.6% | -37.1% |
| All | -0.9% | +89.9% | -90.8% | -37.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling