-34.0%
CCL vs NSC
+296.2%
-330.3%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.2% | +0.9% |
| 7D | -1.2% | +2.5% | -3.7% | -3.1% |
| 30D | +13.1% | +1.7% | +11.4% | +11.7% |
| 3M | +3.4% | -2.6% | +5.9% | +5.4% |
| 6M | +18.7% | +6.4% | +12.3% | +11.6% |
| YTD | -2.3% | +15.5% | -17.7% | -14.4% |
| 1Y | +14.2% | +17.6% | -3.4% | -1.3% |
| 3Y | +133.6% | +75.0% | +58.6% | +39.6% |
| 5Y | +33.5% | +32.2% | +1.3% | +1.1% |
| All | -34.0% | +296.2% | -330.3% | -69.5% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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