+4,766.3%
COP vs NSC
+5,741.3%
-975.0%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -1.6% | +3.2% | +2.2% |
| 7D | +4.4% | +2.5% | +1.9% | +3.4% |
| 30D | 0.0% | +1.7% | -1.7% | -0.9% |
| 3M | +15.0% | -2.6% | +17.6% | +15.8% |
| 6M | +22.0% | +6.4% | +15.6% | +18.2% |
| YTD | +55.3% | +15.5% | +39.9% | +45.0% |
| 1Y | +64.1% | +17.6% | +46.5% | +52.0% |
| 3Y | +34.1% | +75.0% | -40.9% | +3.9% |
| 5Y | +133.4% | +32.2% | +101.2% | +100.2% |
| 10Y | +338.6% | +296.6% | +42.0% | +155.8% |
| All | +4,766.3% | +5,741.3% | -975.0% | +1,348.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling