+231.0%
CCL vs NVS
+1,273.7%
-1,042.7%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.5% | -0.5% |
| 7D | -1.2% | -1.3% | +0.1% | -0.6% |
| 30D | +13.1% | +9.3% | +3.9% | +8.5% |
| 3M | +3.4% | +5.8% | -2.4% | -0.5% |
| 6M | +18.7% | +7.2% | +11.5% | +13.1% |
| YTD | -2.3% | +20.0% | -22.2% | -11.7% |
| 1Y | +14.2% | +25.4% | -11.2% | +1.0% |
| 3Y | +133.6% | +89.2% | +44.4% | +63.5% |
| 5Y | +33.5% | +134.6% | -101.1% | -16.9% |
| 10Y | -32.8% | +251.4% | -284.1% | -65.3% |
| All | +231.0% | +1,273.7% | -1,042.7% | -2.9% |
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