+11,573.1%
COST vs NSC
+5,636.1%
+5,937.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -0.4% |
| 7D | -2.8% | -2.0% | -0.7% | -2.2% |
| 30D | -5.3% | -3.2% | -2.1% | -4.3% |
| 3M | -6.7% | +3.9% | -10.6% | -8.0% |
| 6M | -9.9% | +7.8% | -17.7% | -12.4% |
| YTD | +5.1% | +13.4% | -8.3% | +0.5% |
| 1Y | -7.3% | +20.3% | -27.6% | -13.1% |
| 3Y | +70.4% | +76.1% | -5.7% | +38.8% |
| 5Y | +104.4% | +45.0% | +59.4% | +75.7% |
| 10Y | +609.0% | +335.7% | +273.3% | +308.3% |
| All | +11,573.1% | +5,636.1% | +5,937.0% | +1,794.5% |
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