+300.3%
CME vs NSC
+302.7%
-2.5%
-37.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.4% |
| 7D | +2.7% | +1.6% | +1.1% | +2.1% |
| 30D | +13.5% | +4.2% | +9.3% | +11.9% |
| 3M | +20.9% | -0.2% | +21.1% | +20.8% |
| 6M | +11.5% | +7.6% | +4.0% | +8.4% |
| YTD | +19.5% | +17.4% | +2.1% | +12.3% |
| 1Y | +17.2% | +18.3% | -1.1% | +9.9% |
| 3Y | +65.1% | +79.8% | -14.7% | +27.6% |
| 5Y | +73.1% | +34.3% | +38.8% | +48.4% |
| All | +300.3% | +302.7% | -2.5% | +111.4% |
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