+14,817.8%
CAH vs NSC
+5,718.1%
+9,099.7%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | -0.5% | -2.2% | -2.6% |
| 7D | +0.5% | -1.5% | +2.0% | +0.9% |
| 30D | +1.7% | -1.9% | +3.7% | +2.2% |
| 3M | +17.9% | +6.2% | +11.6% | +15.8% |
| 6M | +10.9% | +9.2% | +1.8% | +8.0% |
| YTD | +17.9% | +15.0% | +2.8% | +12.9% |
| 1Y | +61.7% | +21.1% | +40.6% | +52.7% |
| 3Y | +183.7% | +78.6% | +105.1% | +136.3% |
| 5Y | +401.3% | +45.9% | +355.4% | +336.3% |
| 10Y | +293.7% | +326.9% | -33.2% | +155.8% |
| All | +14,817.8% | +5,718.1% | +9,099.7% | +4,310.3% |
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