+145.6%
CCL vs NVTS
+51.0%
+94.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | -0.1% |
| 7D | +5.8% | +9.6% | -3.8% | +5.1% |
| 30D | +17.3% | -13.0% | +30.2% | +18.0% |
| 3M | +11.3% | -28.8% | +40.1% | +13.2% |
| 6M | +18.5% | -48.5% | +66.9% | +21.3% |
| YTD | +2.8% | +31.4% | -28.6% | -2.2% |
| 1Y | +16.7% | -2.3% | +19.0% | +12.8% |
| All | +145.6% | +51.0% | +94.6% | +136.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling