+78.9%
NSC vs CBOE
+103.4%
-24.4%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | -3.6% | -1.9% | -5.6% |
| 30D | -3.2% | +5.1% | -8.3% | -3.1% |
| 3M | +7.7% | +4.6% | +3.1% | +7.8% |
| 6M | +4.5% | -0.3% | +4.8% | +4.6% |
| YTD | +15.6% | +19.8% | -4.2% | +16.5% |
| 1Y | +19.8% | +28.4% | -8.5% | +21.2% |
| All | +78.9% | +103.4% | -24.4% | +82.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling