+150.9%
CI vs NSC
+303.9%
-153.0%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.9% |
| 7D | -1.3% | -3.5% | +2.2% | +0.2% |
| 30D | +6.4% | +3.9% | +2.4% | +4.7% |
| 3M | +10.7% | -0.8% | +11.5% | +10.8% |
| 6M | +5.5% | +7.1% | -1.7% | +1.9% |
| YTD | +11.4% | +16.4% | -5.1% | +3.4% |
| 1Y | +15.0% | +16.9% | -1.9% | +6.6% |
| 3Y | +9.0% | +78.4% | -69.4% | -19.7% |
| 5Y | +52.0% | +33.1% | +18.9% | +26.1% |
| 10Y | +150.9% | +299.9% | -149.0% | +29.2% |
| All | +150.9% | +303.9% | -153.0% | +29.2% |
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