+45.9%
CSCO vs NSC
+24.4%
+21.5%
-21.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.9% | -0.3% | +0.5% |
| 7D | -6.1% | +1.8% | -7.8% | -6.3% |
| 30D | -8.2% | +8.8% | -17.0% | -9.3% |
| 3M | -14.6% | +1.2% | -15.8% | -14.6% |
| 6M | +12.7% | +11.3% | +1.4% | +10.7% |
| YTD | +37.0% | +20.7% | +16.3% | +33.7% |
| 1Y | +45.9% | +23.4% | +22.5% | +42.2% |
| All | +45.9% | +24.4% | +21.5% | +42.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling