+16.2%
NSC vs CCEP
+32.6%
-16.3%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.1% | +0.6% | +0.6% |
| 7D | -3.4% | +5.4% | -8.8% | -4.6% |
| 30D | +3.6% | +12.8% | -9.1% | +0.8% |
| 3M | -1.4% | +10.9% | -12.3% | -3.9% |
| 6M | +6.0% | +25.6% | -19.7% | -1.1% |
| YTD | +15.5% | +31.0% | -15.5% | +6.6% |
| 1Y | +16.2% | +32.3% | -16.0% | +6.7% |
| All | +16.2% | +32.6% | -16.3% | +6.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CCEP.
Daily Out/Under-Performance
Portfolio return minus CCEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CCEP 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 1y: compounded portfolio wealth divided by compounded CCEP 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…
1y analysis · Full analysis span regression · 6 months rolling