+52.0%
CSX vs CCL
+28.4%
+23.6%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | +4.2% |
| 3M | +0.7% | +6.8% | -6.1% | -0.6% |
| 6M | +13.3% | +18.7% | -5.5% | +9.6% |
| YTD | +40.5% | +3.0% | +37.5% | +37.9% |
| 1Y | +44.7% | +17.7% | +27.0% | +38.8% |
| 3Y | +74.5% | +155.6% | -81.1% | +45.0% |
| 5Y | +52.0% | +30.2% | +21.8% | +36.4% |
| All | +52.0% | +28.4% | +23.6% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling