+7,131.2%
CB vs NSC
+3,145.6%
+3,985.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.8% | +1.0% | -0.7% |
| 7D | +0.2% | -6.6% | +6.9% | +2.8% |
| 30D | +9.1% | +2.2% | +6.9% | +8.2% |
| 3M | +3.4% | -6.2% | +9.6% | +5.8% |
| 6M | +14.1% | +1.7% | +12.4% | +13.0% |
| YTD | +18.0% | +12.2% | +5.8% | +12.4% |
| 1Y | +30.1% | +15.4% | +14.7% | +22.6% |
| 3Y | +71.8% | +73.3% | -1.6% | +35.6% |
| 5Y | +101.8% | +24.7% | +77.2% | +77.7% |
| 10Y | +252.1% | +324.5% | -72.3% | +91.5% |
| All | +7,131.2% | +3,145.6% | +3,985.6% | +1,840.2% |
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