-50.1%
CCI vs NSC
+44.4%
-94.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -4.4% | -1.4% | -3.0% | -4.0% |
| 30D | +0.3% | -3.4% | +3.7% | +1.4% |
| 3M | -20.0% | +5.1% | -25.0% | -21.5% |
| 6M | -14.5% | +9.2% | -23.7% | -17.5% |
| YTD | -14.9% | +13.4% | -28.3% | -18.9% |
| 1Y | -17.7% | +20.8% | -38.5% | -23.2% |
| 3Y | -12.4% | +76.1% | -88.4% | -31.7% |
| 5Y | -50.1% | +45.3% | -95.4% | -57.6% |
| All | -50.1% | +44.4% | -94.5% | -57.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling