+20.3%
NSC vs CBOE
+26.0%
-5.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -0.5% | -0.9% | -1.4% |
| 7D | -2.0% | -0.8% | -1.3% | -2.0% |
| 30D | -3.2% | +2.7% | -5.9% | -3.2% |
| 3M | +3.9% | +0.7% | +3.2% | +4.0% |
| 6M | +7.8% | -2.0% | +9.8% | +7.8% |
| YTD | +13.4% | +17.1% | -3.7% | +13.0% |
| 1Y | +20.3% | +26.5% | -6.2% | +19.7% |
| All | +20.3% | +26.0% | -5.7% | +19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling