+238.9%
CRM vs NSC
+332.1%
-93.2%
-58.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.9% | +2.9% | +2.3% |
| 7D | -4.4% | -2.8% | -1.7% | -3.3% |
| 30D | +28.1% | -4.5% | +32.7% | +30.4% |
| 3M | +48.8% | +3.5% | +45.3% | +45.8% |
| 6M | +28.3% | +8.5% | +19.7% | +22.0% |
| YTD | -6.0% | +12.3% | -18.4% | -12.3% |
| 1Y | +1.4% | +18.9% | -17.5% | -7.9% |
| 3Y | +11.8% | +74.1% | -62.3% | -17.1% |
| 5Y | -2.0% | +43.9% | -45.9% | -21.4% |
| All | +238.9% | +332.1% | -93.2% | +86.9% |
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 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