+216.8%
CB vs NSC
+326.8%
-110.0%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -1.0% | -1.3% |
| 7D | -0.6% | -1.5% | +0.9% | 0.0% |
| 30D | -3.9% | -1.9% | -2.0% | -3.2% |
| 3M | +4.9% | +6.2% | -1.3% | +2.2% |
| 6M | +3.3% | +9.2% | -5.9% | -0.8% |
| YTD | +8.5% | +15.0% | -6.5% | +1.9% |
| 1Y | +22.1% | +21.1% | +1.0% | +12.1% |
| 3Y | +70.1% | +78.6% | -8.5% | +27.7% |
| 5Y | +97.4% | +45.9% | +51.5% | +59.3% |
| 10Y | +216.8% | +326.9% | -110.0% | +76.7% |
| All | +216.8% | +326.8% | -110.0% | +76.7% |
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