-10.2%
CCI vs NSC
+75.0%
-85.2%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.7% |
| 7D | -0.3% | -2.0% | +1.8% | +0.2% |
| 30D | +2.1% | -3.2% | +5.3% | +2.9% |
| 3M | -17.8% | +3.9% | -21.8% | -18.8% |
| 6M | -14.2% | +7.8% | -22.0% | -16.2% |
| YTD | -13.3% | +13.4% | -26.8% | -16.4% |
| 1Y | -16.6% | +20.3% | -36.9% | -20.6% |
| All | -10.2% | +75.0% | -85.2% | -28.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling