+216.7%
CTVA vs NSC
+84.1%
+132.6%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.2% | -0.2% |
| 7D | -4.5% | -2.8% | -1.7% | -3.0% |
| 30D | +11.3% | -4.5% | +15.8% | +13.9% |
| 3M | +12.3% | +3.5% | +8.8% | +9.7% |
| 6M | +7.2% | +8.5% | -1.3% | +1.3% |
| YTD | +26.0% | +12.3% | +13.7% | +16.7% |
| 1Y | +16.0% | +18.9% | -2.9% | +3.9% |
| 3Y | +73.9% | +74.1% | -0.2% | +21.5% |
| 5Y | +103.8% | +43.9% | +59.9% | +53.4% |
| All | +216.7% | +84.1% | +132.6% | +92.0% |
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