+476.0%
COR vs NSC
+299.5%
+176.5%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.2% | -3.5% | +2.4% | 0.0% |
| 30D | +7.6% | +3.9% | +3.7% | +6.3% |
| 3M | +5.0% | -0.8% | +5.8% | +5.1% |
| 6M | +35.3% | +7.1% | +28.2% | +31.9% |
| YTD | +4.2% | +16.4% | -12.2% | -1.6% |
| 1Y | -3.4% | +16.9% | -20.3% | -9.0% |
| 3Y | +81.1% | +78.4% | +2.7% | +41.9% |
| 5Y | +195.8% | +33.1% | +162.7% | +155.4% |
| All | +476.0% | +299.5% | +176.5% | +250.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling