+33.0%
CCL vs NVTS
-36.0%
+69.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +0.4% |
| 7D | -1.2% | +3.9% | -5.1% | -1.7% |
| 30D | +13.1% | -4.3% | +17.5% | +13.2% |
| 3M | +3.4% | -34.5% | +37.9% | +7.9% |
| 6M | +18.7% | -57.7% | +76.4% | +27.9% |
| YTD | -2.3% | +25.4% | -27.6% | -12.6% |
| 1Y | +14.2% | +13.1% | +1.0% | +3.1% |
| 3Y | +133.6% | +48.9% | +84.7% | +72.7% |
| 5Y | +33.5% | -51.8% | +85.3% | -9.7% |
| All | +33.0% | -36.0% | +69.0% | -9.7% |
Cumulative growth
Daily Returns
Daily percentage return beside NVTS.
Daily Out/Under-Performance
Portfolio return minus NVTS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NVTS 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 10y: compounded portfolio wealth divided by compounded NVTS 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…
10y analysis · Full analysis span regression · 6 months rolling