+34.2%
CVS vs NSC
+44.4%
-10.1%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | 0.0% | -0.1% | -0.1% |
| 7D | -2.0% | -1.4% | -0.6% | -1.6% |
| 30D | +1.9% | -3.4% | +5.3% | +2.8% |
| 3M | -2.2% | +5.1% | -7.2% | -3.9% |
| 6M | +26.7% | +9.2% | +17.5% | +22.7% |
| YTD | +22.9% | +13.4% | +9.5% | +17.4% |
| 1Y | +32.9% | +20.8% | +12.1% | +24.4% |
| 3Y | +62.3% | +76.1% | -13.8% | +33.0% |
| 5Y | +34.2% | +45.3% | -11.0% | +15.5% |
| All | +34.2% | +44.4% | -10.1% | +15.5% |
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