+6,646.7%
CB vs NSC
+3,242.2%
+3,404.5%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.5% | -2.4% | -2.1% |
| 7D | +0.5% | -5.5% | +6.0% | +2.6% |
| 30D | -3.1% | -3.2% | +0.1% | -2.0% |
| 3M | +9.0% | +7.7% | +1.3% | +5.8% |
| 6M | +2.9% | +4.5% | -1.7% | +0.7% |
| YTD | +10.1% | +15.6% | -5.5% | +3.8% |
| 1Y | +22.8% | +19.8% | +3.0% | +14.1% |
| 3Y | +73.8% | +70.1% | +3.7% | +37.9% |
| 5Y | +99.2% | +46.1% | +53.0% | +65.1% |
| 10Y | +218.2% | +328.1% | -109.9% | +72.4% |
| All | +6,646.7% | +3,242.2% | +3,404.5% | +1,691.5% |
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