+3,994.3%
CMG vs NSC
+973.9%
+3,020.4%
-74.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.4% | -1.1% | -1.9% |
| 7D | -6.5% | -2.0% | -4.4% | -5.6% |
| 30D | +12.1% | -3.2% | +15.3% | +13.6% |
| 3M | +20.6% | +3.9% | +16.7% | +18.3% |
| 6M | +2.1% | +7.8% | -5.7% | -1.7% |
| YTD | -2.6% | +13.4% | -16.0% | -8.4% |
| 1Y | -8.7% | +20.3% | -29.0% | -16.2% |
| 3Y | -7.4% | +76.1% | -83.5% | -29.7% |
| 5Y | -5.7% | +45.0% | -50.7% | -23.4% |
| 10Y | +322.3% | +335.7% | -13.4% | +95.3% |
| All | +3,994.3% | +973.9% | +3,020.4% | +1,014.7% |
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