+77.2%
CME vs NSC
+46.6%
+30.5%
-31.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | -2.9% | -1.5% | -1.4% | -2.6% |
| 30D | +5.5% | -1.9% | +7.5% | +5.8% |
| 3M | +11.0% | +6.2% | +4.7% | +9.9% |
| 6M | -9.7% | +9.2% | -18.9% | -11.1% |
| YTD | +4.9% | +15.0% | -10.2% | +2.4% |
| 1Y | +10.1% | +21.1% | -11.0% | +6.5% |
| 3Y | +53.5% | +78.6% | -25.1% | +32.1% |
| 5Y | +77.2% | +45.9% | +31.3% | +60.3% |
| All | +77.2% | +46.6% | +30.5% | +60.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling