+53.1%
CNP vs NSC
+77.9%
-24.8%
-18.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.5% | +1.6% | +1.2% |
| 7D | +1.6% | -1.5% | +3.2% | +1.9% |
| 30D | -0.8% | -1.9% | +1.1% | -0.5% |
| 3M | -3.6% | +6.2% | -9.8% | -4.6% |
| 6M | -6.9% | +9.2% | -16.1% | -8.3% |
| YTD | +6.4% | +15.0% | -8.6% | +4.0% |
| 1Y | +9.9% | +21.1% | -11.1% | +6.7% |
| 3Y | +53.1% | +78.6% | -25.5% | +31.0% |
| All | +53.1% | +77.9% | -24.8% | +31.0% |
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