+1,163.5%
C vs NSC
+5,745.4%
-4,581.9%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.6% |
| 7D | +3.6% | -5.5% | +9.1% | +7.1% |
| 30D | +0.1% | -3.2% | +3.3% | +1.8% |
| 3M | +2.4% | +7.7% | -5.3% | -2.6% |
| 6M | +24.9% | +4.5% | +20.4% | +20.2% |
| YTD | +19.8% | +15.6% | +4.2% | +8.3% |
| 1Y | +44.9% | +19.8% | +25.0% | +28.1% |
| 3Y | +263.0% | +70.1% | +192.9% | +154.5% |
| 5Y | +129.5% | +46.1% | +83.4% | +73.4% |
| 10Y | +291.6% | +328.1% | -36.5% | +57.6% |
| All | +1,163.5% | +5,745.4% | -4,581.9% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NSC.
Daily Out/Under-Performance
Portfolio return minus NSC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NSC 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 NSC 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