+7.3%
CCI vs NSC
+24.4%
-17.1%
-28.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | +0.9% | +5.5% | +6.3% |
| 7D | +5.0% | +1.8% | +3.3% | +4.7% |
| 30D | +36.4% | +8.8% | +27.6% | +33.7% |
| 3M | +20.4% | +1.2% | +19.2% | +20.1% |
| 6M | +4.9% | +11.3% | -6.4% | +0.7% |
| YTD | +7.8% | +20.7% | -12.9% | -0.8% |
| 1Y | +7.3% | +23.4% | -16.1% | -3.4% |
| All | +7.3% | +24.4% | -17.1% | -3.4% |
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