+1,874.4%
CNP vs NSC
+5,836.8%
-3,962.4%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.8% | -0.9% | -0.3% |
| 7D | +2.5% | +1.6% | +0.8% | +2.0% |
| 30D | +4.0% | +4.2% | -0.2% | +2.8% |
| 3M | +1.6% | -0.2% | +1.9% | +1.6% |
| 6M | -1.7% | +7.6% | -9.2% | -3.9% |
| YTD | +8.6% | +17.4% | -8.7% | +3.5% |
| 1Y | +5.8% | +18.3% | -12.5% | +0.5% |
| 3Y | +63.0% | +79.8% | -16.8% | +35.2% |
| 5Y | +74.7% | +34.3% | +40.3% | +55.6% |
| 10Y | +143.7% | +303.1% | -159.4% | +61.4% |
| All | +1,874.4% | +5,836.8% | -3,962.4% | +572.8% |
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 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