+5,601.7%
NSC vs CCEP
+7,629.5%
-2,027.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.3% | -5.6% | -4.7% |
| 7D | -3.8% | +5.7% | -9.5% | -5.2% |
| 30D | +4.1% | +15.3% | -11.2% | +0.2% |
| 3M | -3.3% | +8.0% | -11.3% | -5.4% |
| 6M | +5.9% | +26.7% | -20.9% | -0.9% |
| YTD | +15.5% | +30.7% | -15.2% | +7.0% |
| 1Y | +19.3% | +36.5% | -17.2% | +9.3% |
| 3Y | +79.0% | +111.1% | -32.1% | +45.0% |
| 5Y | +28.3% | +149.7% | -121.4% | -1.6% |
| 10Y | +336.8% | +305.3% | +31.5% | +191.0% |
| All | +5,601.7% | +7,629.5% | -2,027.7% | +1,816.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling