+1,876.8%
CNP vs NSC
+5,789.6%
-3,912.8%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.8% | -1.4% | -0.8% |
| 7D | -0.1% | -3.5% | +3.4% | +0.9% |
| 30D | +5.0% | +3.9% | +1.1% | +3.9% |
| 3M | +2.7% | -0.8% | +3.4% | +2.8% |
| 6M | -1.9% | +7.1% | -9.0% | -4.0% |
| YTD | +8.8% | +16.4% | -7.7% | +3.8% |
| 1Y | +5.6% | +16.9% | -11.3% | +0.7% |
| 3Y | +63.2% | +78.4% | -15.2% | +35.7% |
| 5Y | +73.8% | +33.1% | +40.7% | +55.2% |
| 10Y | +144.0% | +299.9% | -155.9% | +61.9% |
| All | +1,876.8% | +5,789.6% | -3,912.8% | +575.2% |
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