-26.4%
NOW vs CCL
+21.4%
-47.7%
-64.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.9% | -0.5% |
| 7D | -3.0% | +3.1% | -6.1% | -3.8% |
| 30D | -26.0% | +13.7% | -39.7% | -28.8% |
| 3M | -13.1% | +3.8% | -16.9% | -14.8% |
| 6M | +14.5% | +9.3% | +5.2% | +10.1% |
| YTD | -33.4% | -1.1% | -32.4% | -35.4% |
| 1Y | -40.6% | +14.6% | -55.2% | -45.2% |
| 3Y | -16.3% | +146.4% | -162.7% | -41.6% |
| All | -26.4% | +21.4% | -47.7% | -39.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling