+75.0%
NSC vs CAG
-36.3%
+111.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.8% |
| 7D | +2.5% | -3.3% | +5.8% | +3.1% |
| 30D | +1.7% | +7.7% | -6.0% | 0.0% |
| 3M | -2.6% | -3.2% | +0.6% | -2.2% |
| 6M | +6.4% | +7.0% | -0.5% | +4.2% |
| YTD | +15.5% | -9.0% | +24.5% | +17.0% |
| 1Y | +17.6% | -9.6% | +27.2% | +19.3% |
| 3Y | +75.0% | -36.0% | +111.0% | +86.9% |
| All | +75.0% | -36.3% | +111.3% | +86.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling