+54.1%
CCL vs NSC
+77.9%
-23.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.9% | -1.1% |
| 7D | -0.1% | -1.5% | +1.4% | +0.7% |
| 30D | -20.0% | -1.9% | -18.0% | -19.1% |
| 3M | -13.7% | +6.2% | -19.9% | -17.1% |
| 6M | -9.0% | +9.2% | -18.2% | -14.4% |
| YTD | -22.8% | +15.0% | -37.8% | -29.7% |
| 1Y | -25.3% | +21.1% | -46.4% | -34.0% |
| 3Y | +54.1% | +78.6% | -24.5% | +7.9% |
| All | +54.1% | +77.9% | -23.8% | +7.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling