+123.1%
COP vs NSC
+30.1%
+93.0%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -6.1% | -3.4% | -2.7% | -5.0% |
| 30D | +1.1% | +3.6% | -2.5% | -0.4% |
| 3M | +10.9% | -1.4% | +12.3% | +11.1% |
| 6M | +20.8% | +6.0% | +14.8% | +17.2% |
| YTD | +48.0% | +15.5% | +32.5% | +38.0% |
| 1Y | +58.5% | +16.2% | +42.3% | +47.4% |
| 3Y | +28.1% | +76.9% | -48.8% | -4.2% |
| All | +123.1% | +30.1% | +93.0% | +81.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling