+180.5%
COR vs NSC
+46.6%
+133.9%
-32.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.8% |
| 7D | -1.9% | -1.5% | -0.4% | -1.7% |
| 30D | +1.5% | -1.9% | +3.4% | +1.8% |
| 3M | +18.7% | +6.2% | +12.5% | +17.5% |
| 6M | -9.0% | +9.2% | -18.2% | -10.5% |
| YTD | -3.3% | +15.0% | -18.3% | -5.7% |
| 1Y | +9.8% | +21.1% | -11.2% | +6.2% |
| 3Y | +87.4% | +78.6% | +8.8% | +63.8% |
| 5Y | +180.5% | +45.9% | +134.6% | +153.3% |
| All | +180.5% | +46.6% | +133.9% | +153.3% |
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