+114.2%
CSCO vs NSC
+46.1%
+68.1%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.4% | +0.1% |
| 7D | -0.5% | -1.5% | +1.0% | 0.0% |
| 30D | -10.1% | -1.9% | -8.2% | -9.5% |
| 3M | -11.7% | +6.2% | -18.0% | -13.9% |
| 6M | +40.1% | +9.2% | +30.9% | +34.9% |
| YTD | +43.8% | +15.0% | +28.8% | +35.7% |
| 1Y | +66.6% | +21.1% | +45.5% | +54.0% |
| 3Y | +108.5% | +78.6% | +29.9% | +60.5% |
| All | +114.2% | +46.1% | +68.1% | +77.3% |
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