+173.6%
CCJ vs NSC
+77.5%
+96.1%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.5% | +1.7% | +1.3% |
| 7D | +5.9% | -1.5% | +7.4% | +6.2% |
| 30D | +4.7% | -1.9% | +6.6% | +5.1% |
| 3M | -3.3% | +6.2% | -9.5% | -4.6% |
| 6M | -7.0% | +9.2% | -16.2% | -9.2% |
| YTD | +11.5% | +15.0% | -3.6% | +7.5% |
| 1Y | +32.3% | +21.1% | +11.2% | +25.9% |
| All | +173.6% | +77.5% | +96.1% | +122.6% |
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 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