+3,038.3%
CLS vs NSC
+324.0%
+2,714.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.8% |
| 7D | +20.1% | -2.0% | +22.1% | +21.3% |
| 30D | +6.0% | -3.2% | +9.2% | +7.7% |
| 3M | -10.3% | +3.9% | -14.2% | -12.8% |
| 6M | +24.5% | +7.8% | +16.7% | +18.0% |
| YTD | +12.9% | +13.4% | -0.6% | +3.4% |
| 1Y | +36.7% | +20.3% | +16.4% | +21.0% |
| 3Y | +1,328.1% | +76.1% | +1,252.0% | +889.6% |
| 5Y | +3,682.3% | +45.0% | +3,637.3% | +2,786.3% |
| 10Y | +3,038.3% | +335.7% | +2,702.6% | +1,503.3% |
| All | +3,038.3% | +324.0% | +2,714.3% | +1,503.3% |
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 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