+1,583.6%
CCJ vs NSC
+2,254.4%
-670.7%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | -0.1% |
| 7D | +0.7% | -5.5% | +6.2% | +3.1% |
| 30D | +6.9% | -3.2% | +10.1% | +8.2% |
| 3M | -11.6% | +7.7% | -19.3% | -14.7% |
| 6M | -16.2% | +4.5% | -20.7% | -18.3% |
| YTD | +10.1% | +15.6% | -5.5% | +2.8% |
| 1Y | +32.3% | +19.8% | +12.4% | +21.4% |
| 3Y | +171.3% | +70.1% | +101.2% | +109.8% |
| 5Y | +372.4% | +46.1% | +326.3% | +284.9% |
| 10Y | +1,070.0% | +328.1% | +741.9% | +482.7% |
| All | +1,583.6% | +2,254.4% | -670.7% | +391.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling