-60.7%
CCL vs NVT
+699.2%
-759.9%
-89.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.6% | -2.5% | -2.0% |
| 7D | -5.0% | +5.1% | -10.1% | -8.9% |
| 30D | -20.3% | -3.7% | -16.6% | -18.7% |
| 3M | -15.1% | -10.1% | -5.0% | -11.3% |
| 6M | -15.1% | +37.5% | -52.6% | -39.8% |
| YTD | -21.8% | +53.7% | -75.5% | -50.4% |
| 1Y | -24.8% | +70.9% | -95.6% | -57.8% |
| 3Y | +51.9% | +180.4% | -128.5% | -53.6% |
| 5Y | +4.0% | +393.5% | -389.4% | -82.9% |
| All | -60.7% | +699.2% | -759.9% | -95.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling