+1.7%
CCL vs NVTS
-20.2%
+22.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.9% | +2.9% | -0.5% |
| 7D | -4.3% | +0.5% | -4.8% | -4.4% |
| 30D | -19.0% | -18.0% | -1.0% | -17.1% |
| 3M | -13.1% | -45.6% | +32.5% | -7.5% |
| 6M | -13.3% | +28.5% | -41.7% | -20.6% |
| YTD | -25.2% | +56.2% | -81.4% | -34.4% |
| 1Y | -27.2% | +97.7% | -124.9% | -40.1% |
| 3Y | +49.2% | +35.0% | +14.2% | +20.6% |
| All | +1.7% | -20.2% | +22.0% | -32.3% |
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