+60.7%
COP vs NSC
+24.4%
+36.3%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.9% | -6.1% | -5.2% |
| 7D | -8.1% | +1.8% | -9.9% | -8.2% |
| 30D | +6.7% | +8.8% | -2.2% | +5.8% |
| 3M | +16.9% | +1.2% | +15.6% | +16.5% |
| 6M | +11.2% | +11.3% | -0.2% | +9.8% |
| YTD | +49.5% | +20.7% | +28.8% | +43.0% |
| 1Y | +60.7% | +23.4% | +37.3% | +54.6% |
| All | +60.7% | +24.4% | +36.3% | +54.6% |
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