+29.3%
NSC vs CAPR
+151.3%
-122.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -9.9% | +10.6% | +0.7% |
| 7D | -3.4% | +7.6% | -11.1% | -3.5% |
| 30D | +3.6% | +13.3% | -9.7% | +3.5% |
| 3M | -1.4% | +130.4% | -131.8% | -2.1% |
| 6M | +6.0% | -70.8% | +76.8% | +6.3% |
| YTD | +15.5% | -69.3% | +84.8% | +15.7% |
| 1Y | +16.2% | +59.5% | -43.3% | +13.1% |
| 3Y | +76.9% | +216.8% | -139.8% | +63.4% |
| 5Y | +29.3% | +152.7% | -123.4% | +19.8% |
| All | +29.3% | +151.3% | -122.0% | +19.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling