+33.5%
CCL vs NVTS
-31.6%
+65.1%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -5.1% | +0.7% | -3.7% |
| 7D | -0.3% | +21.6% | -22.0% | -2.8% |
| 30D | +10.3% | -8.5% | +18.8% | +11.0% |
| 3M | +6.6% | -31.4% | +37.9% | +10.6% |
| 6M | +20.0% | -50.3% | +70.4% | +26.7% |
| YTD | -1.9% | +33.9% | -35.8% | -12.9% |
| 1Y | +10.4% | +10.6% | -0.2% | +0.1% |
| 3Y | +134.8% | +52.7% | +82.1% | +74.7% |
| 5Y | +34.0% | -48.5% | +82.5% | -10.1% |
| All | +33.5% | -31.6% | +65.1% | -10.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling