+191.7%
COP vs NSC
+46.6%
+145.1%
-36.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.5% | +1.0% | +0.8% |
| 7D | -0.8% | -1.5% | +0.7% | -0.3% |
| 30D | +15.6% | -1.9% | +17.5% | +16.3% |
| 3M | +14.3% | +6.2% | +8.1% | +11.3% |
| 6M | +17.0% | +9.2% | +7.8% | +12.0% |
| YTD | +47.4% | +15.0% | +32.4% | +37.9% |
| 1Y | +52.4% | +21.1% | +31.3% | +39.4% |
| 3Y | +20.8% | +78.6% | -57.8% | -10.5% |
| 5Y | +191.7% | +45.9% | +145.8% | +132.1% |
| All | +191.7% | +46.6% | +145.1% | +132.1% |
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