+127.9%
NOK vs CCL
-32.5%
+160.4%
-62.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -0.4% | -2.2% | -2.5% |
| 7D | +5.4% | -1.2% | +6.5% | +5.6% |
| 30D | -14.1% | +13.1% | -27.3% | -15.9% |
| 3M | -23.6% | +3.4% | -27.0% | -24.1% |
| 6M | -45.1% | +18.7% | -63.9% | -46.9% |
| YTD | +24.7% | -2.3% | +27.0% | +23.3% |
| 1Y | +19.0% | +14.2% | +4.8% | +14.3% |
| 3Y | +147.0% | +133.6% | +13.4% | +101.6% |
| 5Y | +58.2% | +33.5% | +24.7% | +34.2% |
| All | +127.9% | -32.5% | +160.4% | +92.2% |
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