+2,307.7%
JCI vs NSC
+5,745.4%
-3,437.6%
-92.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NSC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | +3.8% | -5.5% | +9.3% | +6.1% |
| 30D | -5.7% | -3.2% | -2.5% | -4.5% |
| 3M | -1.4% | +7.7% | -9.1% | -4.5% |
| 6M | +4.1% | +4.5% | -0.4% | +1.8% |
| YTD | +21.7% | +15.6% | +6.2% | +14.3% |
| 1Y | +36.1% | +19.8% | +16.3% | +25.8% |
| 3Y | +154.4% | +70.1% | +84.3% | +102.1% |
| 5Y | +112.0% | +46.1% | +65.9% | +77.3% |
| 10Y | +322.2% | +328.1% | -5.9% | +130.6% |
| All | +2,307.7% | +5,745.4% | -3,437.6% | +317.6% |
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