+5,605.4%
NSC vs CCEP
+6,869.6%
-1,264.3%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +3.5% |
| 6M | +4.5% | +2.3% | +2.3% | +3.6% |
| YTD | +15.6% | +17.8% | -2.3% | +10.2% |
| 1Y | +19.8% | +24.2% | -4.4% | +12.5% |
| 3Y | +70.1% | +84.7% | -14.6% | +42.8% |
| 5Y | +46.1% | +103.2% | -57.1% | +18.2% |
| 10Y | +328.1% | +257.4% | +70.7% | +194.9% |
| All | +5,605.4% | +6,869.6% | -1,264.3% | +1,873.7% |
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 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