+923.0%
NSC vs CAPR
-99.1%
+1,022.1%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.3% | -0.8% | +0.5% |
| 7D | -5.5% | -2.0% | -3.5% | -5.5% |
| 30D | -3.2% | +139.2% | -142.4% | -4.5% |
| 3M | +7.7% | -66.4% | +74.0% | +8.2% |
| 6M | +4.5% | -63.1% | +67.7% | +4.8% |
| YTD | +15.6% | -67.4% | +83.0% | +16.0% |
| 1Y | +19.8% | +58.2% | -38.4% | +14.4% |
| 3Y | +70.1% | +42.2% | +27.9% | +59.6% |
| 5Y | +46.1% | +87.3% | -41.1% | +35.4% |
| 10Y | +328.1% | -75.3% | +403.4% | +280.0% |
| All | +923.0% | -99.1% | +1,022.1% | +748.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling