+69.3%
CCI vs NSC
+296.2%
-227.0%
-59.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.6% | +2.9% | +1.7% |
| 7D | +2.5% | +2.5% | 0.0% | +1.8% |
| 30D | +14.4% | +1.7% | +12.7% | +13.7% |
| 3M | +21.7% | -2.6% | +24.2% | +22.4% |
| 6M | +4.0% | +6.4% | -2.4% | +1.5% |
| YTD | +6.2% | +15.5% | -9.3% | +1.0% |
| 1Y | +5.4% | +17.6% | -12.2% | -0.3% |
| 3Y | +11.7% | +75.0% | -63.2% | -8.5% |
| 5Y | -35.6% | +32.2% | -67.8% | -43.1% |
| All | +69.3% | +296.2% | -227.0% | +24.2% |
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 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