Friday, May 20, 2011

Performance running total

Added a running total of the % return over market (see TotDiff% column). Since the history is in reverse chronological order the top entry shows the current total (as of yesterday's closing). So paranumeral is trailing the DJIA by 3%. The largest contributor (after trimming history to just the latest model's entries - deployed 5/12/11) is CXW with -10.6%. Turns out Pershing Square Capital dumped 3.5M shares on the 16th. Hopefully CXW will correct over time.

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