-0.9%
CCL vs NSC
+44.1%
-45.0%
-75.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.7% | -1.1% |
| 7D | -4.4% | -2.0% | -2.3% | -2.9% |
| 30D | -18.2% | -3.2% | -15.0% | -16.3% |
| 3M | -17.7% | +3.9% | -21.6% | -20.5% |
| 6M | -13.0% | +7.8% | -20.8% | -18.6% |
| YTD | -24.5% | +13.4% | -37.9% | -32.1% |
| 1Y | -26.9% | +20.3% | -47.3% | -37.2% |
| 3Y | +50.8% | +76.1% | -25.3% | -9.0% |
| 5Y | -0.9% | +45.0% | -45.9% | -28.4% |
| All | -0.9% | +44.1% | -45.0% | -28.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling