+105.2%
CTVA vs NSC
+44.4%
+60.9%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.3% | -0.3% |
| 7D | -4.7% | -1.4% | -3.3% | -4.1% |
| 30D | +11.1% | -3.4% | +14.5% | +12.5% |
| 3M | +13.7% | +5.1% | +8.6% | +11.1% |
| 6M | +11.2% | +9.2% | +2.0% | +6.4% |
| YTD | +26.9% | +13.4% | +13.5% | +19.3% |
| 1Y | +18.8% | +20.8% | -2.0% | +8.5% |
| 3Y | +75.9% | +76.1% | -0.1% | +34.7% |
| 5Y | +105.2% | +45.3% | +59.9% | +64.8% |
| All | +105.2% | +44.4% | +60.9% | +64.8% |
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