+76.3%
CL vs NSC
+315.5%
-239.2%
-29.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +1.0% |
| 7D | +0.5% | -5.4% | +5.9% | +1.9% |
| 30D | +11.6% | +2.9% | +8.6% | +10.8% |
| 3M | +5.6% | -2.2% | +7.8% | +6.1% |
| 6M | +13.2% | +5.3% | +7.9% | +11.5% |
| YTD | +26.9% | +14.8% | +12.2% | +22.3% |
| 1Y | +27.3% | +16.6% | +10.8% | +22.3% |
| 3Y | +39.7% | +78.6% | -38.9% | +18.3% |
| 5Y | +41.3% | +27.2% | +14.1% | +29.3% |
| 10Y | +76.3% | +302.5% | -226.3% | +32.8% |
| All | +76.3% | +315.5% | -239.2% | +32.8% |
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