+45.9%
NSC vs CBOE
+151.5%
-105.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.7% | +1.2% | -0.3% |
| 7D | -1.5% | -4.6% | +3.1% | -1.1% |
| 30D | -1.9% | +2.6% | -4.6% | -2.2% |
| 3M | +6.2% | +4.9% | +1.3% | +5.5% |
| 6M | +9.2% | -2.2% | +11.3% | +8.9% |
| YTD | +15.0% | +17.7% | -2.7% | +11.9% |
| 1Y | +21.1% | +26.1% | -5.0% | +16.6% |
| 3Y | +78.6% | +97.1% | -18.5% | +52.7% |
| 5Y | +45.9% | +149.2% | -103.3% | +14.7% |
| All | +45.9% | +151.5% | -105.6% | +14.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling