+95.2%
CNC vs NSC
+332.1%
-236.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.9% | +2.5% | +1.9% |
| 7D | -0.9% | -2.8% | +1.9% | +0.2% |
| 30D | -1.0% | -4.5% | +3.5% | +0.8% |
| 3M | +4.5% | +3.5% | +1.0% | +2.5% |
| 6M | +85.2% | +8.5% | +76.7% | +77.4% |
| YTD | +61.4% | +12.3% | +49.1% | +52.3% |
| 1Y | +94.9% | +18.9% | +75.9% | +79.5% |
| 3Y | 0.0% | +74.1% | -74.1% | -25.2% |
| 5Y | +11.2% | +43.9% | -32.7% | -11.3% |
| All | +95.2% | +332.1% | -236.8% | -0.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling