+66.4%
CME vs NSC
+77.7%
-11.3%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.6% | +2.4% | +0.8% |
| 7D | +3.9% | +2.5% | +1.5% | +3.9% |
| 30D | +11.3% | +1.7% | +9.6% | +11.3% |
| 3M | +19.6% | -2.6% | +22.1% | +19.6% |
| 6M | +8.1% | +6.4% | +1.6% | +8.0% |
| YTD | +20.4% | +15.5% | +4.9% | +20.4% |
| 1Y | +16.5% | +17.6% | -1.1% | +16.5% |
| 3Y | +66.4% | +75.0% | -8.5% | +67.0% |
| All | +66.4% | +77.7% | -11.3% | +67.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling