+302.5%
NSC vs CAG
-38.3%
+340.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.8% |
| 7D | -5.4% | +4.6% | -9.9% | -6.4% |
| 30D | +2.9% | +14.7% | -11.7% | -0.4% |
| 3M | -2.2% | +2.4% | -4.5% | -3.0% |
| 6M | +5.3% | +10.7% | -5.4% | +2.1% |
| YTD | +14.8% | -5.5% | +20.3% | +15.1% |
| 1Y | +16.6% | -4.6% | +21.1% | +16.6% |
| 3Y | +78.6% | -34.4% | +113.0% | +94.1% |
| 5Y | +27.2% | -39.2% | +66.3% | +40.2% |
| 10Y | +302.5% | -39.0% | +341.5% | +330.5% |
| All | +302.5% | -38.3% | +340.8% | +330.5% |
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