-1.5%
CNC vs NSC
+75.0%
-76.6%
-68.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -3.9% | -1.4% | -2.5% | -3.6% |
| 30D | +0.8% | -3.4% | +4.2% | +1.4% |
| 3M | +0.1% | +5.1% | -5.0% | -1.3% |
| 6M | +79.7% | +9.2% | +70.5% | +75.3% |
| YTD | +58.9% | +13.4% | +45.5% | +54.1% |
| 1Y | +109.1% | +20.8% | +88.4% | +100.7% |
| All | -1.5% | +75.0% | -76.6% | -12.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling