+21.1%
NSC vs CAPR
+35.6%
-14.5%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.6% | +3.1% | -0.5% |
| 7D | -1.5% | -9.5% | +8.0% | -1.5% |
| 30D | -1.9% | +121.5% | -123.4% | -2.1% |
| 3M | +6.2% | -65.4% | +71.6% | +6.3% |
| 6M | +9.2% | -67.5% | +76.7% | +9.3% |
| YTD | +15.0% | -68.6% | +83.6% | +15.1% |
| 1Y | +21.1% | +42.7% | -21.6% | +21.7% |
| All | +21.1% | +35.6% | -14.5% | +21.7% |
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