+108.4%
CSCO vs NSC
+75.0%
+33.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.4% | +1.6% | +0.6% |
| 7D | 0.0% | -2.0% | +2.0% | +0.6% |
| 30D | -10.7% | -3.2% | -7.5% | -10.0% |
| 3M | -8.7% | +3.9% | -12.7% | -9.9% |
| 6M | +44.9% | +7.8% | +37.1% | +41.1% |
| YTD | +44.1% | +13.4% | +30.7% | +38.2% |
| 1Y | +65.9% | +20.3% | +45.6% | +56.0% |
| All | +108.4% | +75.0% | +33.4% | +74.6% |
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