+150.3%
CI vs NSC
+301.1%
-150.9%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.6% | +1.9% | +2.3% |
| 7D | +2.6% | -3.4% | +6.0% | +4.1% |
| 30D | +7.3% | +3.6% | +3.7% | +5.8% |
| 3M | +9.5% | -1.4% | +10.9% | +9.9% |
| 6M | +6.4% | +6.0% | +0.5% | +3.3% |
| YTD | +12.0% | +15.5% | -3.5% | +4.4% |
| 1Y | +20.1% | +16.2% | +3.9% | +11.6% |
| 3Y | +9.6% | +76.9% | -67.4% | -19.0% |
| 5Y | +52.7% | +29.3% | +23.4% | +28.6% |
| 10Y | +150.3% | +298.3% | -148.0% | +29.7% |
| All | +150.3% | +301.1% | -150.9% | +29.7% |
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