+224.3%
CTVA vs NSC
+88.5%
+135.8%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.8% | -2.0% |
| 7D | -2.1% | -1.5% | -0.6% | -1.3% |
| 30D | +12.0% | -1.9% | +14.0% | +13.0% |
| 3M | +13.5% | +6.2% | +7.3% | +9.3% |
| 6M | +12.1% | +9.2% | +2.9% | +5.7% |
| YTD | +29.0% | +15.0% | +14.0% | +18.0% |
| 1Y | +18.9% | +21.1% | -2.2% | +5.4% |
| 3Y | +78.9% | +78.6% | +0.3% | +23.3% |
| 5Y | +105.2% | +45.9% | +59.4% | +53.6% |
| All | +224.3% | +88.5% | +135.8% | +94.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling