+296.7%
NSC vs CBOE
+513.5%
-216.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.2% |
| 7D | -3.4% | +6.0% | -9.4% | -4.8% |
| 30D | +3.6% | +19.9% | -16.3% | -1.2% |
| 3M | -1.4% | +28.4% | -29.7% | -7.9% |
| 6M | +6.0% | +5.2% | +0.8% | +3.6% |
| YTD | +15.5% | +46.4% | -30.9% | +1.9% |
| 1Y | +16.2% | +41.8% | -25.6% | +3.5% |
| 3Y | +76.9% | +114.4% | -37.5% | +34.5% |
| 5Y | +29.3% | +202.9% | -173.6% | -14.9% |
| All | +296.7% | +513.5% | -216.8% | +93.6% |
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