+15.4%
NSC vs CAPR
+43.1%
-27.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +4.7% | -7.5% | -2.8% |
| 7D | -6.6% | +41.1% | -47.7% | -6.7% |
| 30D | +2.2% | +11.1% | -9.0% | +2.1% |
| 3M | -6.2% | +115.3% | -121.5% | -6.4% |
| 6M | +1.7% | -73.8% | +75.5% | +1.8% |
| YTD | +12.2% | -68.8% | +81.0% | +12.3% |
| 1Y | +15.4% | +43.3% | -27.9% | +14.8% |
| All | +15.4% | +43.1% | -27.7% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling