+335.9%
COP vs NSC
+336.2%
-0.3%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +2.0% |
| 7D | -0.5% | -2.0% | +1.6% | +0.8% |
| 30D | +11.7% | -3.2% | +14.9% | +13.7% |
| 3M | +17.7% | +3.9% | +13.8% | +14.2% |
| 6M | +18.3% | +7.8% | +10.5% | +11.1% |
| YTD | +49.1% | +13.4% | +35.7% | +35.3% |
| 1Y | +53.3% | +20.3% | +33.0% | +33.8% |
| 3Y | +22.2% | +76.1% | -53.9% | -21.5% |
| 5Y | +193.3% | +45.0% | +148.3% | +108.8% |
| All | +335.9% | +336.2% | -0.3% | +59.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling