+132.5%
CNP vs NSC
+332.1%
-199.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.9% | +0.9% | +0.4% |
| 7D | -1.4% | -2.8% | +1.4% | -0.3% |
| 30D | -2.9% | -4.5% | +1.6% | -1.2% |
| 3M | -7.5% | +3.5% | -11.1% | -9.1% |
| 6M | -7.9% | +8.5% | -16.4% | -11.4% |
| YTD | +3.7% | +12.3% | -8.6% | -1.7% |
| 1Y | +4.6% | +18.9% | -14.3% | -3.4% |
| 3Y | +49.1% | +74.1% | -25.0% | +11.9% |
| 5Y | +69.2% | +43.9% | +25.3% | +35.4% |
| All | +132.5% | +332.1% | -199.6% | +25.5% |
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