+33.9%
CCL vs NVT
+226.5%
-192.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | 0.0% |
| 7D | -1.2% | +8.0% | -9.2% | -5.2% |
| 30D | +13.1% | -24.8% | +37.9% | +28.1% |
| 3M | +3.4% | -32.4% | +35.8% | +23.0% |
| 6M | +18.7% | -33.5% | +52.2% | +39.4% |
| YTD | -2.3% | +13.2% | -15.4% | -20.8% |
| 1Y | +14.2% | +9.0% | +5.2% | -5.8% |
| 3Y | +133.6% | +129.4% | +4.2% | -6.5% |
| All | +33.9% | +226.5% | -192.7% | -66.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling