+44.5%
CI vs NSC
+47.3%
-2.8%
-32.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.5% | -1.8% | -1.4% |
| 7D | +1.3% | -5.5% | +6.8% | +2.5% |
| 30D | +4.4% | -3.2% | +7.7% | +5.1% |
| 3M | +0.7% | +7.7% | -7.0% | -1.3% |
| 6M | +0.3% | +4.5% | -4.2% | -1.1% |
| YTD | +3.8% | +15.6% | -11.8% | 0.0% |
| 1Y | -5.5% | +19.8% | -25.3% | -9.8% |
| 3Y | +8.1% | +70.1% | -62.0% | -7.3% |
| All | +44.5% | +47.3% | -2.8% | +23.9% |
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