+53.4%
CL vs NSC
+326.8%
-273.4%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.5% | +0.1% | -0.3% |
| 7D | -1.4% | -1.5% | +0.2% | -1.0% |
| 30D | -5.2% | -1.9% | -3.3% | -4.8% |
| 3M | +3.3% | +6.2% | -2.9% | +1.6% |
| 6M | -4.4% | +9.2% | -13.6% | -6.6% |
| YTD | +13.9% | +15.0% | -1.1% | +9.7% |
| 1Y | +7.6% | +21.1% | -13.4% | +2.3% |
| 3Y | +29.6% | +78.6% | -49.0% | +9.5% |
| 5Y | +28.1% | +45.9% | -17.8% | +12.8% |
| 10Y | +53.4% | +326.9% | -273.5% | +4.1% |
| All | +53.4% | +326.8% | -273.4% | +4.1% |
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