+4,405.6%
CNC vs NSC
+2,982.9%
+1,422.7%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -0.5% | -3.2% | -3.5% |
| 7D | -1.0% | -1.5% | +0.5% | -0.5% |
| 30D | -1.8% | -1.9% | +0.1% | -1.2% |
| 3M | -0.7% | +6.2% | -6.9% | -3.2% |
| 6M | +47.9% | +9.2% | +38.8% | +42.5% |
| YTD | +56.9% | +15.0% | +41.9% | +48.1% |
| 1Y | +123.9% | +21.1% | +102.8% | +107.3% |
| 3Y | -1.3% | +78.6% | -79.9% | -23.0% |
| 5Y | +2.8% | +45.9% | -43.1% | -15.0% |
| 10Y | +90.9% | +326.9% | -236.0% | +4.6% |
| All | +4,405.6% | +2,982.9% | +1,422.7% | +1,325.2% |
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