+98.3%
CSCO vs NSC
+30.1%
+68.2%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.6% | -1.2% | -0.7% |
| 7D | -4.7% | -3.4% | -1.3% | -3.4% |
| 30D | -17.1% | +3.6% | -20.7% | -18.1% |
| 3M | -19.6% | -1.4% | -18.2% | -19.3% |
| 6M | +2.4% | +6.0% | -3.5% | -0.1% |
| YTD | +29.8% | +15.5% | +14.3% | +22.1% |
| 1Y | +38.7% | +16.2% | +22.4% | +30.1% |
| 3Y | +101.3% | +76.9% | +24.4% | +55.0% |
| All | +98.3% | +30.1% | +68.2% | +67.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling