+427.3%
CSX vs CCL
-30.6%
+457.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | 0.0% | -3.3% | -3.4% |
| 7D | -5.5% | +2.6% | -8.1% | -6.0% |
| 30D | +4.9% | +13.1% | -8.2% | +2.6% |
| 3M | -2.9% | +3.3% | -6.1% | -3.8% |
| 6M | +8.3% | +8.7% | -0.4% | +5.9% |
| YTD | +36.7% | -1.6% | +38.3% | +34.9% |
| 1Y | +41.5% | +14.0% | +27.5% | +35.7% |
| 3Y | +68.6% | +145.1% | -76.5% | +37.2% |
| 5Y | +48.4% | +21.2% | +27.2% | +28.6% |
| All | +427.3% | -30.6% | +457.9% | +457.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CCL.
Daily Out/Under-Performance
Portfolio return minus CCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCL 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 10y: compounded portfolio wealth divided by compounded CCL 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…
10y analysis · Full analysis span regression · 6 months rolling