+309.6%
NSC vs CAPR
-68.5%
+378.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.7% | -7.5% | -2.9% |
| 7D | -6.6% | +41.1% | -47.7% | -7.1% |
| 30D | +2.2% | +11.1% | -9.0% | +1.9% |
| 3M | -6.2% | +115.3% | -121.5% | -7.7% |
| 6M | +1.7% | -73.8% | +75.5% | +2.5% |
| YTD | +12.2% | -68.8% | +81.0% | +12.7% |
| 1Y | +15.4% | +43.3% | -27.9% | +9.1% |
| 3Y | +73.3% | +214.7% | -141.4% | +55.6% |
| 5Y | +24.7% | +141.3% | -116.6% | +10.9% |
| All | +309.6% | -68.5% | +378.1% | +235.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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