+141.0%
CI vs NSC
+324.0%
-183.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.3% | +1.4% |
| 7D | -1.1% | -2.0% | +0.9% | -0.3% |
| 30D | +0.5% | -3.2% | +3.7% | +1.7% |
| 3M | -5.2% | +3.9% | -9.1% | -7.1% |
| 6M | +4.3% | +7.8% | -3.5% | +0.3% |
| YTD | +2.8% | +13.4% | -10.6% | -3.5% |
| 1Y | -5.8% | +20.3% | -26.1% | -13.9% |
| 3Y | +4.7% | +76.1% | -71.3% | -22.7% |
| 5Y | +42.7% | +45.0% | -2.3% | +12.4% |
| 10Y | +141.0% | +335.7% | -194.8% | +11.4% |
| All | +141.0% | +324.0% | -183.0% | +11.4% |
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