+335.7%
NSC vs CBOE
+385.3%
-49.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.3% |
| 7D | -2.0% | -0.8% | -1.3% | -1.9% |
| 30D | -3.2% | +2.7% | -5.9% | -4.0% |
| 3M | +3.9% | +0.7% | +3.2% | +3.0% |
| 6M | +7.8% | -2.0% | +9.8% | +6.7% |
| YTD | +13.4% | +17.1% | -3.7% | +6.2% |
| 1Y | +20.3% | +26.5% | -6.2% | +9.9% |
| 3Y | +76.1% | +96.1% | -20.0% | +35.0% |
| 5Y | +45.0% | +149.3% | -104.3% | +0.1% |
| 10Y | +335.7% | +386.5% | -50.8% | +123.6% |
| All | +335.7% | +385.3% | -49.6% | +123.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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