+300.2%
CCJ vs NSC
+42.7%
+257.5%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.9% | +0.2% | -0.5% |
| 7D | -4.0% | -2.8% | -1.2% | -3.1% |
| 30D | -2.4% | -4.5% | +2.1% | -0.9% |
| 3M | -2.3% | +3.5% | -5.9% | -3.8% |
| 6M | -16.2% | +8.5% | -24.7% | -19.2% |
| YTD | +5.7% | +12.3% | -6.7% | +0.5% |
| 1Y | +21.3% | +18.9% | +2.3% | +12.8% |
| 3Y | +159.4% | +74.1% | +85.3% | +97.1% |
| All | +300.2% | +42.7% | +257.5% | +253.1% |
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