+6.5%
CCL vs NVTS
-15.6%
+22.0%
-74.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NVTS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +6.3% | -6.2% | -0.6% |
| 7D | -5.0% | +2.7% | -7.7% | -5.4% |
| 30D | -20.3% | -4.5% | -15.9% | -20.1% |
| 3M | -15.1% | -61.5% | +46.4% | -6.0% |
| 6M | -15.1% | +28.0% | -43.1% | -22.2% |
| YTD | -21.8% | +65.3% | -87.0% | -31.9% |
| 1Y | -24.8% | +113.0% | -137.8% | -38.7% |
| 3Y | +51.9% | +34.7% | +17.2% | +24.6% |
| All | +6.5% | -15.6% | +22.0% | -29.6% |
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