+127.6%
NOK vs CCL
-42.0%
+169.6%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.0% | -0.3% | -1.1% |
| 7D | +8.7% | -4.3% | +13.0% | +9.5% |
| 30D | +12.5% | -19.0% | +31.5% | +16.5% |
| 3M | -20.7% | -13.1% | -7.7% | -19.0% |
| 6M | +36.2% | -13.3% | +49.4% | +38.2% |
| YTD | +64.1% | -25.2% | +89.4% | +69.9% |
| 1Y | +132.4% | -27.2% | +159.6% | +140.2% |
| 3Y | +182.9% | +49.2% | +133.6% | +149.0% |
| 5Y | +102.8% | +0.4% | +102.4% | +80.2% |
| All | +127.6% | -42.0% | +169.6% | +93.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling