+72.2%
CSX vs CCL
+53.4%
+18.8%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -5.0% | +1.7% | -2.6% |
| 30D | -3.1% | -20.3% | +17.3% | +0.2% |
| 3M | +7.2% | -15.1% | +22.3% | +9.5% |
| 6M | +16.2% | -15.1% | +31.3% | +18.0% |
| YTD | +37.5% | -21.8% | +59.3% | +41.0% |
| 1Y | +53.2% | -24.8% | +78.0% | +57.4% |
| All | +72.2% | +53.4% | +18.8% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling