+33.2%
NSC vs CAI
-7.1%
+40.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.5% |
| 7D | -5.5% | -2.2% | -3.3% | -5.5% |
| 30D | -3.2% | +52.4% | -55.6% | -3.2% |
| 3M | +7.7% | +45.1% | -37.4% | +7.6% |
| 6M | +4.5% | +26.2% | -21.7% | +4.4% |
| YTD | +15.6% | -7.1% | +22.6% | +15.3% |
| 1Y | +19.8% | -31.0% | +50.9% | +19.6% |
| All | +33.2% | -7.1% | +40.3% | +35.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling