+33.1%
NSC vs CAI
-14.7%
+47.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -3.8% | +2.2% | -1.5% |
| 7D | +2.5% | -8.7% | +11.2% | +2.7% |
| 30D | +1.7% | -23.8% | +25.5% | +2.3% |
| 3M | -2.6% | +3.9% | -6.4% | -2.1% |
| 6M | +6.4% | +56.8% | -50.4% | +6.8% |
| YTD | +15.5% | -14.6% | +30.1% | +15.8% |
| 1Y | +17.6% | -5.2% | +22.8% | +17.9% |
| All | +33.1% | -14.7% | +47.8% | +36.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAI.
Daily Out/Under-Performance
Portfolio return minus CAI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAI 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 CAI 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