+335.7%
CSCO vs NSC
+302.7%
+33.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.9% |
| 7D | +6.6% | +1.6% | +4.9% | +5.8% |
| 30D | -11.3% | +4.2% | -15.5% | -13.0% |
| 3M | -17.3% | -0.2% | -17.1% | -17.4% |
| 6M | +3.5% | +7.6% | -4.0% | -0.4% |
| YTD | +34.9% | +17.4% | +17.5% | +24.1% |
| 1Y | +40.5% | +18.3% | +22.2% | +28.7% |
| 3Y | +109.3% | +79.8% | +29.4% | +52.5% |
| 5Y | +105.9% | +34.3% | +71.5% | +70.3% |
| All | +335.7% | +302.7% | +33.0% | +122.0% |
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