+1,065.3%
CCJ vs NSC
+336.2%
+729.1%
-57.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | -3.2% | -1.4% | -1.8% | -2.7% |
| 30D | -1.3% | -3.4% | +2.1% | 0.0% |
| 3M | +2.5% | +5.1% | -2.6% | +0.1% |
| 6M | -18.9% | +9.2% | -28.1% | -22.3% |
| YTD | +6.5% | +13.4% | -6.9% | +0.2% |
| 1Y | +22.8% | +20.8% | +2.0% | +12.5% |
| 3Y | +164.5% | +76.1% | +88.4% | +99.7% |
| 5Y | +303.7% | +45.3% | +258.4% | +227.2% |
| All | +1,065.3% | +336.2% | +729.1% | +424.3% |
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