+5,440.5%
NSC vs CAG
+602.0%
+4,838.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -2.3% |
| 7D | -6.6% | +5.8% | -12.4% | -8.3% |
| 30D | +2.2% | +16.4% | -14.2% | -2.8% |
| 3M | -6.2% | +3.8% | -10.0% | -7.7% |
| 6M | +1.7% | +10.8% | -9.1% | -2.5% |
| YTD | +12.2% | -5.8% | +18.1% | +12.6% |
| 1Y | +15.4% | -2.4% | +17.8% | +14.4% |
| 3Y | +73.3% | -33.4% | +106.8% | +91.2% |
| 5Y | +24.7% | -39.4% | +64.1% | +40.6% |
| 10Y | +324.5% | -37.5% | +362.0% | +346.1% |
| All | +5,440.5% | +602.0% | +4,838.5% | +2,226.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling