+27.8%
CL vs NSC
+16.9%
+10.9%
-17.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.8% | -0.4% | +0.8% |
| 7D | +0.5% | -5.4% | +5.9% | +2.2% |
| 30D | +11.6% | +2.9% | +8.6% | +10.8% |
| 3M | +5.6% | -2.2% | +7.8% | +6.2% |
| 6M | +13.2% | +5.3% | +7.9% | +10.8% |
| YTD | +26.9% | +14.8% | +12.2% | +20.4% |
| All | +27.8% | +16.9% | +10.9% | +21.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling