+11.7%
CMI vs NSC
+24.4%
-12.7%
-34.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.8% | +0.9% | -6.7% | -6.1% |
| 7D | -11.2% | +1.8% | -13.0% | -11.8% |
| 30D | -9.8% | +8.8% | -18.7% | -12.7% |
| 3M | -25.5% | +1.2% | -26.8% | -25.9% |
| 6M | -27.7% | +11.3% | -39.0% | -31.7% |
| YTD | -6.6% | +20.7% | -27.3% | -16.5% |
| 1Y | +11.7% | +23.4% | -11.7% | -1.9% |
| All | +11.7% | +24.4% | -12.7% | -1.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling