+2.8%
CCL vs NVTS
-17.0%
+19.8%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.3% | +1.2% | -1.7% |
| 7D | -4.4% | +3.5% | -7.9% | -4.8% |
| 30D | -18.2% | -11.9% | -6.3% | -17.1% |
| 3M | -17.7% | -49.2% | +31.5% | -11.6% |
| 6M | -13.0% | +38.4% | -51.4% | -21.1% |
| YTD | -24.5% | +62.5% | -86.9% | -34.1% |
| 1Y | -26.9% | +101.4% | -128.3% | -40.0% |
| 3Y | +50.8% | +40.4% | +10.3% | +21.3% |
| All | +2.8% | -17.0% | +19.8% | -31.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling