+24.5%
COP vs NSC
+75.0%
-50.6%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.4% | +2.5% | +1.5% |
| 7D | -0.5% | -2.0% | +1.6% | +0.1% |
| 30D | +11.7% | -3.2% | +14.9% | +12.6% |
| 3M | +17.7% | +3.9% | +13.8% | +16.1% |
| 6M | +18.3% | +7.8% | +10.5% | +14.9% |
| YTD | +49.1% | +13.4% | +35.7% | +42.2% |
| 1Y | +53.3% | +20.3% | +33.0% | +43.4% |
| All | +24.5% | +75.0% | -50.6% | +1.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling