+1,812.7%
CNP vs NSC
+5,745.4%
-3,932.7%
-88.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.5% | -1.3% | -0.9% |
| 7D | +1.1% | -5.5% | +6.6% | +2.7% |
| 30D | -1.8% | -3.2% | +1.4% | -1.0% |
| 3M | -4.6% | +7.7% | -12.3% | -6.7% |
| 6M | -8.8% | +4.5% | -13.4% | -10.2% |
| YTD | +5.2% | +15.6% | -10.3% | +0.7% |
| 1Y | +8.3% | +19.8% | -11.5% | +2.5% |
| 3Y | +54.9% | +70.1% | -15.2% | +30.4% |
| 5Y | +73.5% | +46.1% | +27.4% | +50.9% |
| 10Y | +139.1% | +328.1% | -189.0% | +56.1% |
| All | +1,812.7% | +5,745.4% | -3,932.7% | +555.0% |
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 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