+107.2%
CCL vs NXT
+178.8%
-71.6%
-42.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NXT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.2% | -1.1% | -0.1% |
| 7D | -5.0% | -1.1% | -3.9% | -4.8% |
| 30D | -20.3% | -15.3% | -5.0% | -17.8% |
| 3M | -15.1% | -43.8% | +28.6% | -5.7% |
| 6M | -15.1% | -18.7% | +3.5% | -13.2% |
| YTD | -21.8% | -3.0% | -18.8% | -23.1% |
| 1Y | -24.8% | +22.7% | -47.5% | -29.8% |
| 3Y | +51.9% | +95.9% | -44.1% | +19.6% |
| All | +107.2% | +178.8% | -71.6% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NXT.
Daily Out/Under-Performance
Portfolio return minus NXT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NXT 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 NXT 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