+9,772.3%
CSX vs CCL
+813.5%
+8,958.8%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.1% | +0.7% | +0.8% |
| 7D | -3.4% | -5.0% | +1.7% | -2.1% |
| 30D | -3.1% | -20.3% | +17.3% | +2.4% |
| 3M | +7.2% | -15.1% | +22.3% | +10.9% |
| 6M | +16.2% | -15.1% | +31.3% | +19.2% |
| YTD | +37.5% | -21.8% | +59.3% | +43.2% |
| 1Y | +53.2% | -24.8% | +78.0% | +59.9% |
| 3Y | +68.2% | +51.9% | +16.4% | +39.9% |
| 5Y | +65.2% | +4.0% | +61.2% | +36.8% |
| 10Y | +504.1% | -42.2% | +546.4% | +373.8% |
| All | +9,772.3% | +813.5% | +8,958.8% | +3,438.1% |
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 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