+1,090.6%
CCL vs NSC
+5,789.6%
-4,698.9%
-90.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -0.6% |
| 7D | -1.5% | -3.5% | +2.0% | +0.4% |
| 30D | +16.5% | +3.9% | +12.5% | +14.2% |
| 3M | +11.2% | -0.8% | +12.0% | +11.7% |
| 6M | +22.6% | +7.1% | +15.5% | +17.6% |
| YTD | +2.6% | +16.4% | -13.8% | -6.0% |
| 1Y | +17.0% | +16.9% | 0.0% | +7.1% |
| 3Y | +145.5% | +78.4% | +67.2% | +77.9% |
| 5Y | +36.1% | +33.1% | +3.0% | +16.1% |
| 10Y | -29.4% | +299.9% | -329.3% | -63.1% |
| All | +1,090.6% | +5,789.6% | -4,698.9% | +24.4% |
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 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