+420.1%
CORZ vs NSC
+43.8%
+376.3%
-64.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | +8.4% | -5.5% | +13.9% | +10.3% |
| 30D | -17.8% | -3.2% | -14.6% | -17.1% |
| 3M | -35.9% | +7.7% | -43.6% | -38.0% |
| 6M | +12.9% | +4.5% | +8.4% | +10.4% |
| YTD | +22.9% | +15.6% | +7.3% | +14.7% |
| 1Y | +31.4% | +19.8% | +11.5% | +20.0% |
| All | +420.1% | +43.8% | +376.3% | +349.9% |
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