+0.4%
CCL vs NVT
+399.9%
-399.6%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.1% | +1.1% | +0.2% |
| 7D | -4.3% | +2.0% | -6.3% | -5.6% |
| 30D | -19.0% | -7.2% | -11.8% | -15.9% |
| 3M | -13.1% | -0.9% | -12.2% | -15.2% |
| 6M | -13.3% | +42.6% | -55.9% | -34.4% |
| YTD | -25.2% | +52.9% | -78.1% | -46.5% |
| 1Y | -27.2% | +64.5% | -91.7% | -51.3% |
| 3Y | +49.2% | +178.0% | -128.8% | -41.0% |
| 5Y | +0.4% | +402.8% | -402.4% | -78.1% |
| All | +0.4% | +399.9% | -399.6% | -78.1% |
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