+412.6%
CSX vs CCL
-27.9%
+440.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | +4.2% | -1.4% | +2.1% |
| 7D | -2.2% | +3.1% | -5.3% | -2.7% |
| 30D | +6.8% | +17.5% | -10.7% | +3.8% |
| 3M | +0.7% | +6.8% | -6.1% | -0.8% |
| 6M | +13.3% | +18.7% | -5.5% | +9.0% |
| YTD | +40.5% | +3.0% | +37.5% | +37.5% |
| 1Y | +44.7% | +17.7% | +27.0% | +38.0% |
| 3Y | +74.5% | +155.6% | -81.1% | +40.9% |
| 5Y | +52.0% | +30.2% | +21.8% | +30.0% |
| 10Y | +412.6% | -28.5% | +441.1% | +421.6% |
| All | +412.6% | -27.9% | +440.5% | +421.6% |
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