+5,440.5%
NSC vs CCEP
+7,553.0%
-2,112.5%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CCEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.0% | -1.8% | -2.6% |
| 7D | -6.6% | +2.6% | -9.2% | -7.3% |
| 30D | +2.2% | +15.1% | -13.0% | -1.6% |
| 3M | -6.2% | +7.3% | -13.5% | -8.1% |
| 6M | +1.7% | +23.4% | -21.7% | -4.2% |
| YTD | +12.2% | +29.4% | -17.2% | +4.2% |
| 1Y | +15.4% | +34.2% | -18.8% | +6.2% |
| 3Y | +73.3% | +108.4% | -35.0% | +40.9% |
| 5Y | +24.7% | +147.3% | -122.6% | -4.1% |
| 10Y | +324.5% | +301.3% | +23.2% | +183.5% |
| All | +5,440.5% | +7,553.0% | -2,112.5% | +1,767.7% |
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