+74.6%
NSC vs CCEP
+85.5%
-10.9%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.1% | +3.6% | +1.3% |
| 7D | -5.5% | -3.1% | -2.5% | -4.8% |
| 30D | -3.2% | -2.6% | -0.6% | -2.6% |
| 3M | +7.7% | +14.9% | -7.3% | +3.1% |
| 6M | +4.5% | +2.3% | +2.3% | +3.3% |
| YTD | +15.6% | +17.8% | -2.3% | +9.7% |
| 1Y | +19.8% | +24.2% | -4.4% | +11.8% |
| All | +74.6% | +85.5% | -10.9% | +36.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling