+36.1%
CCL vs NSC
+31.1%
+5.0%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.8% |
| 7D | -1.5% | -3.5% | +2.0% | +1.1% |
| 30D | +16.5% | +3.9% | +12.5% | +13.3% |
| 3M | +11.2% | -0.8% | +12.0% | +11.8% |
| 6M | +22.6% | +7.1% | +15.5% | +15.3% |
| YTD | +2.6% | +16.4% | -13.8% | -9.8% |
| 1Y | +17.0% | +16.9% | 0.0% | +2.7% |
| 3Y | +145.5% | +78.4% | +67.2% | +45.5% |
| 5Y | +36.1% | +33.1% | +3.0% | -5.2% |
| All | +36.1% | +31.1% | +5.0% | -5.2% |
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