+164.9%
CCL vs NVS
+1,269.4%
-1,104.5%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +1.1% |
| 7D | -5.0% | +4.0% | -9.1% | -7.1% |
| 30D | -20.3% | +3.6% | -23.9% | -22.0% |
| 3M | -15.1% | +7.8% | -23.0% | -18.9% |
| 6M | -15.1% | -0.2% | -14.9% | -15.3% |
| YTD | -21.8% | +19.6% | -41.4% | -28.7% |
| 1Y | -24.8% | +28.4% | -53.2% | -34.0% |
| 3Y | +51.9% | +76.2% | -24.3% | +11.0% |
| 5Y | +4.0% | +111.1% | -107.0% | -31.3% |
| 10Y | -42.2% | +224.3% | -266.5% | -68.9% |
| All | +164.9% | +1,269.4% | -1,104.5% | -21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling