+753.7%
CCJ vs NSC
+296.2%
+457.4%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -1.6% | +0.1% | -0.8% |
| 7D | -0.8% | +2.5% | -3.3% | -1.7% |
| 30D | -13.2% | +1.7% | -14.9% | -13.8% |
| 3M | -27.6% | -2.6% | -25.1% | -27.0% |
| 6M | -38.7% | +6.4% | -45.1% | -40.7% |
| YTD | -22.7% | +15.5% | -38.2% | -27.8% |
| 1Y | -17.6% | +17.6% | -35.2% | -23.7% |
| 3Y | +62.7% | +75.0% | -12.3% | +23.5% |
| 5Y | +159.7% | +32.2% | +127.6% | +120.0% |
| All | +753.7% | +296.2% | +457.4% | +323.3% |
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