+720.2%
NSC vs CBOE
+1,317.1%
-596.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.5% |
| 7D | -3.5% | +6.9% | -10.5% | -5.2% |
| 30D | +3.9% | +24.1% | -20.2% | -2.0% |
| 3M | -0.8% | +30.9% | -31.7% | -8.2% |
| 6M | +7.1% | +5.9% | +1.3% | +4.2% |
| YTD | +16.4% | +48.2% | -31.7% | +2.2% |
| 1Y | +16.9% | +43.5% | -26.5% | +3.5% |
| 3Y | +78.4% | +117.0% | -38.6% | +36.1% |
| 5Y | +33.1% | +203.4% | -170.3% | -10.3% |
| 10Y | +299.9% | +515.9% | -216.0% | +108.4% |
| All | +720.2% | +1,317.1% | -596.9% | +200.6% |
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