+40.0%
CVS vs NSC
+332.1%
-292.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.9% | +0.3% | -0.3% |
| 7D | -2.2% | -2.8% | +0.6% | -1.2% |
| 30D | -0.1% | -4.5% | +4.5% | +1.4% |
| 3M | -5.2% | +3.5% | -8.8% | -6.6% |
| 6M | +26.9% | +8.5% | +18.4% | +22.6% |
| YTD | +22.1% | +12.3% | +9.7% | +16.4% |
| 1Y | +30.8% | +18.9% | +11.8% | +22.0% |
| 3Y | +54.4% | +74.1% | -19.7% | +23.4% |
| 5Y | +33.4% | +43.9% | -10.6% | +12.2% |
| All | +40.0% | +332.1% | -292.0% | -11.0% |
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