+10,056.0%
CSX vs CCL
+1,049.7%
+9,006.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | -5.5% | +3.2% | -1.0% |
| 7D | -2.7% | +2.6% | -5.3% | -3.4% |
| 30D | +7.0% | +11.3% | -4.3% | +4.0% |
| 3M | -0.3% | +0.3% | -0.5% | -1.0% |
| 6M | +13.5% | +16.1% | -2.6% | +7.8% |
| YTD | +41.5% | -1.6% | +43.1% | +38.5% |
| 1Y | +45.8% | +11.8% | +34.0% | +37.6% |
| 3Y | +74.4% | +139.6% | -65.2% | +29.1% |
| 5Y | +53.6% | +21.3% | +32.3% | +22.7% |
| 10Y | +465.6% | -29.8% | +495.4% | +322.2% |
| All | +10,056.0% | +1,049.7% | +9,006.3% | +3,320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling