+298.3%
NSC vs CAG
-38.9%
+337.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.7% | +1.3% | +0.8% |
| 7D | -3.4% | +6.6% | -10.1% | -4.9% |
| 30D | +3.6% | +13.9% | -10.3% | +0.3% |
| 3M | -1.4% | +4.0% | -5.4% | -2.6% |
| 6M | +6.0% | +10.0% | -4.0% | +2.9% |
| YTD | +15.5% | -6.1% | +21.6% | +16.1% |
| 1Y | +16.2% | -4.3% | +20.5% | +16.2% |
| 3Y | +76.9% | -34.6% | +111.5% | +92.6% |
| 5Y | +29.3% | -39.4% | +68.8% | +43.0% |
| 10Y | +298.3% | -34.2% | +332.5% | +336.6% |
| All | +298.3% | -38.9% | +337.1% | +336.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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