+36.4%
CCL vs NVTS
-44.9%
+81.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.1% | +1.9% | 0.0% |
| 7D | +5.8% | +9.6% | -3.8% | +4.5% |
| 30D | +17.3% | -13.0% | +30.2% | +18.6% |
| 3M | +11.3% | -28.8% | +40.1% | +15.1% |
| 6M | +18.5% | -48.5% | +66.9% | +23.8% |
| YTD | +2.8% | +31.4% | -28.6% | -8.6% |
| 1Y | +16.7% | -2.3% | +19.0% | +7.5% |
| 3Y | +146.0% | +49.8% | +96.2% | +83.4% |
| All | +36.4% | -44.9% | +81.3% | -9.0% |
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