+134.0%
CNC vs NSC
+20.4%
+113.6%
-32.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.5% | -1.9% | -1.5% |
| 7D | +3.5% | -5.5% | +9.0% | +4.9% |
| 30D | +0.1% | -3.2% | +3.3% | +0.8% |
| 3M | +6.9% | +7.7% | -0.8% | +3.2% |
| 6M | +49.0% | +4.5% | +44.5% | +44.5% |
| YTD | +62.9% | +15.6% | +47.4% | +52.0% |
| 1Y | +134.0% | +19.8% | +114.2% | +126.3% |
| All | +134.0% | +20.4% | +113.6% | +126.3% |
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 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