+74.5%
CSX vs CCL
+137.7%
-63.2%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -1.5% |
| 7D | -2.7% | +2.6% | -5.3% | -3.1% |
| 30D | +7.0% | +11.3% | -4.3% | +5.2% |
| 3M | -0.3% | +0.3% | -0.5% | -0.6% |
| 6M | +13.5% | +16.1% | -2.6% | +10.1% |
| YTD | +41.5% | -1.6% | +43.1% | +39.8% |
| 1Y | +45.8% | +11.8% | +34.0% | +40.6% |
| All | +74.5% | +137.7% | -63.2% | +43.8% |
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 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