+41.5%
CSX vs CCL
+13.2%
+28.3%
-13.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | +0.5% | -3.8% | -3.4% |
| 7D | -5.5% | +3.1% | -8.6% | -5.9% |
| 30D | +4.9% | +13.7% | -8.8% | +3.3% |
| 3M | -2.9% | +3.8% | -6.7% | -3.3% |
| 6M | +8.3% | +9.3% | -0.9% | +6.9% |
| YTD | +36.7% | -1.1% | +37.8% | +34.5% |
| 1Y | +41.5% | +14.6% | +26.9% | +35.8% |
| All | +41.5% | +13.2% | +28.3% | +35.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling