+27.2%
CB vs NSC
+16.9%
+10.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.8% | -2.3% | -1.0% |
| 7D | -1.5% | -5.4% | +3.9% | +0.2% |
| 30D | +6.5% | +2.9% | +3.6% | +5.7% |
| 3M | +4.1% | -2.2% | +6.2% | +4.6% |
| 6M | +14.4% | +5.3% | +9.1% | +12.5% |
| YTD | +17.5% | +14.8% | +2.7% | +13.5% |
| All | +27.2% | +16.9% | +10.3% | +23.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling