+65.0%
CNQ vs NSC
+19.9%
+45.2%
-21.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | -0.5% |
| 7D | +0.1% | -2.8% | +2.9% | +0.2% |
| 30D | +6.2% | -4.5% | +10.7% | +6.2% |
| 3M | +12.4% | +3.5% | +8.8% | +12.2% |
| 6M | +9.0% | +8.5% | +0.5% | +8.9% |
| YTD | +52.2% | +12.3% | +39.9% | +48.7% |
| 1Y | +65.0% | +18.9% | +46.1% | +62.5% |
| All | +65.0% | +19.9% | +45.2% | +62.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling