+68.0%
COST vs NSC
+75.0%
-7.0%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | 0.0% | 0.0% |
| 7D | -2.5% | -1.4% | -1.1% | -2.3% |
| 30D | -4.4% | -3.4% | -1.1% | -4.0% |
| 3M | -8.1% | +5.1% | -13.2% | -8.8% |
| 6M | -9.2% | +9.2% | -18.5% | -10.6% |
| YTD | +5.1% | +13.4% | -8.3% | +2.9% |
| 1Y | -5.1% | +20.8% | -25.9% | -8.1% |
| All | +68.0% | +75.0% | -7.0% | +50.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling