+807.8%
CCL vs NSC
+5,745.4%
-4,937.6%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | -5.0% | -5.5% | +0.5% | -2.1% |
| 30D | -20.3% | -3.2% | -17.1% | -19.0% |
| 3M | -15.1% | +7.7% | -22.8% | -18.7% |
| 6M | -15.1% | +4.5% | -19.6% | -17.5% |
| YTD | -21.8% | +15.6% | -37.3% | -28.1% |
| 1Y | -24.8% | +19.8% | -44.6% | -32.1% |
| 3Y | +51.9% | +70.1% | -18.2% | +12.5% |
| 5Y | +4.0% | +46.1% | -42.1% | -15.7% |
| 10Y | -42.2% | +328.1% | -370.3% | -70.7% |
| All | +807.8% | +5,745.4% | -4,937.6% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling