+251.7%
CB vs NSC
+296.2%
-44.6%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.6% | +2.7% | +1.7% |
| 7D | +2.9% | +2.5% | +0.5% | +1.9% |
| 30D | +7.3% | +1.7% | +5.6% | +6.5% |
| 3M | +9.4% | -2.6% | +11.9% | +10.4% |
| 6M | +19.6% | +6.4% | +13.2% | +16.2% |
| YTD | +21.5% | +15.5% | +6.0% | +13.7% |
| 1Y | +28.0% | +17.6% | +10.4% | +18.9% |
| 3Y | +74.9% | +75.0% | -0.1% | +32.5% |
| 5Y | +108.1% | +32.2% | +76.0% | +75.9% |
| All | +251.7% | +296.2% | -44.6% | +100.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling