+713.6%
NSC vs CBOE
+1,300.3%
-586.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.4% | -2.8% | -0.2% |
| 7D | -3.4% | +6.0% | -9.4% | -4.9% |
| 30D | +3.6% | +19.9% | -16.3% | -1.4% |
| 3M | -1.4% | +28.4% | -29.7% | -8.2% |
| 6M | +6.0% | +5.2% | +0.8% | +3.2% |
| YTD | +15.5% | +46.4% | -30.9% | +1.7% |
| 1Y | +16.2% | +41.8% | -25.6% | +3.2% |
| 3Y | +76.9% | +114.4% | -37.5% | +35.4% |
| 5Y | +29.3% | +202.9% | -173.6% | -12.9% |
| 10Y | +298.3% | +511.3% | -213.0% | +108.0% |
| All | +713.6% | +1,300.3% | -586.7% | +199.1% |
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