+19,269.7%
CMI vs NSC
+5,636.1%
+13,633.6%
-75.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.4% | +0.2% | -0.4% |
| 7D | +0.7% | -2.0% | +2.7% | +1.9% |
| 30D | -12.3% | -3.2% | -9.1% | -10.8% |
| 3M | -16.8% | +3.9% | -20.7% | -18.9% |
| 6M | +1.5% | +7.8% | -6.3% | -3.3% |
| YTD | +9.8% | +13.4% | -3.6% | +1.5% |
| 1Y | +42.6% | +20.3% | +22.3% | +27.5% |
| 3Y | +151.0% | +76.1% | +74.9% | +77.3% |
| 5Y | +167.0% | +45.0% | +122.0% | +106.7% |
| 10Y | +512.2% | +335.7% | +176.4% | +145.1% |
| All | +19,269.7% | +5,636.1% | +13,633.6% | +2,380.2% |
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