+49.0%
CCL vs NVT
+184.0%
-135.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.5% | +0.3% | -1.0% |
| 7D | -4.4% | +7.0% | -11.4% | -7.5% |
| 30D | -18.2% | -2.3% | -15.9% | -17.7% |
| 3M | -17.7% | -3.1% | -14.6% | -18.0% |
| 6M | -13.0% | +47.0% | -60.0% | -31.3% |
| YTD | -24.5% | +56.2% | -80.7% | -42.6% |
| 1Y | -26.9% | +74.5% | -101.5% | -48.5% |
| All | +49.0% | +184.0% | -135.0% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NVT.
Daily Out/Under-Performance
Portfolio return minus NVT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVT 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 3y: compounded portfolio wealth divided by compounded NVT 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…
3y analysis · Full analysis span regression · 6 months rolling