+714.1%
NSC vs CBOE
+1,045.3%
-331.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | -3.6% | -1.9% | -4.6% |
| 30D | -3.2% | +5.1% | -8.3% | -4.6% |
| 3M | +7.7% | +4.6% | +3.1% | +5.5% |
| 6M | +4.5% | -0.3% | +4.8% | +3.0% |
| YTD | +15.6% | +19.8% | -4.2% | +7.7% |
| 1Y | +19.8% | +28.4% | -8.5% | +9.2% |
| 3Y | +70.1% | +104.1% | -34.0% | +30.9% |
| 5Y | +46.1% | +150.9% | -104.8% | +3.6% |
| 10Y | +328.1% | +393.5% | -65.4% | +137.3% |
| All | +714.1% | +1,045.3% | -331.2% | +216.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling