+4,492.0%
COP vs NSC
+5,745.4%
-1,253.4%
-70.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.5% | -1.6% | -1.3% |
| 7D | +3.0% | -5.5% | +8.5% | +5.3% |
| 30D | +17.5% | -3.2% | +20.7% | +18.9% |
| 3M | +13.4% | +7.7% | +5.7% | +9.7% |
| 6M | +17.7% | +4.5% | +13.2% | +14.6% |
| YTD | +46.6% | +15.6% | +31.0% | +37.1% |
| 1Y | +44.6% | +19.8% | +24.8% | +33.2% |
| 3Y | +20.7% | +70.1% | -49.4% | -5.4% |
| 5Y | +185.0% | +46.1% | +138.9% | +135.4% |
| 10Y | +347.0% | +328.1% | +18.9% | +154.6% |
| All | +4,492.0% | +5,745.4% | -1,253.4% | +1,269.5% |
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