+14.2%
CCL vs NVTS
+6.9%
+7.3%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -6.4% | +6.0% | +0.2% |
| 7D | -1.2% | +3.9% | -5.1% | -1.5% |
| 30D | +13.1% | -4.3% | +17.5% | +13.2% |
| 3M | +3.4% | -34.5% | +37.9% | +6.0% |
| 6M | +18.7% | -57.7% | +76.4% | +23.7% |
| YTD | -2.3% | +25.4% | -27.6% | -8.7% |
| 1Y | +14.2% | +13.1% | +1.0% | +5.9% |
| All | +14.2% | +6.9% | +7.3% | +5.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling