+75.0%
NSC vs CBOE
+119.7%
-44.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.8% | -3.4% | -1.6% |
| 7D | +2.5% | +6.3% | -3.8% | +2.6% |
| 30D | +1.7% | +24.9% | -23.2% | +2.2% |
| 3M | -2.6% | +28.5% | -31.0% | -1.9% |
| 6M | +6.4% | +2.9% | +3.5% | +6.7% |
| YTD | +15.5% | +50.7% | -35.2% | +17.2% |
| 1Y | +17.6% | +45.5% | -27.9% | +19.2% |
| 3Y | +75.0% | +116.3% | -41.4% | +79.8% |
| All | +75.0% | +119.7% | -44.7% | +79.8% |
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