+4,850.5%
CL vs NSC
+5,745.4%
-894.9%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.5% | -2.0% | -1.6% |
| 7D | -2.2% | -5.5% | +3.3% | -0.9% |
| 30D | -4.8% | -3.2% | -1.6% | -4.2% |
| 3M | +4.9% | +7.7% | -2.8% | +3.0% |
| 6M | -5.7% | +4.5% | -10.2% | -6.9% |
| YTD | +14.4% | +15.6% | -1.2% | +10.4% |
| 1Y | +8.7% | +19.8% | -11.1% | +4.0% |
| 3Y | +30.0% | +70.1% | -40.1% | +13.1% |
| 5Y | +28.4% | +46.1% | -17.8% | +14.5% |
| 10Y | +50.1% | +328.1% | -278.0% | +1.7% |
| All | +4,850.5% | +5,745.4% | -894.9% | +1,216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling