+323.6%
NSC vs CF
+569.3%
-245.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.2% | +3.7% | +1.3% |
| 7D | -5.5% | +6.0% | -11.5% | -7.0% |
| 30D | -3.2% | +14.8% | -18.1% | -6.9% |
| 3M | +7.7% | +14.1% | -6.4% | +3.4% |
| 6M | +4.5% | +28.5% | -24.0% | -4.9% |
| YTD | +15.6% | +74.9% | -59.4% | -4.1% |
| 1Y | +19.8% | +61.7% | -41.8% | +1.4% |
| 3Y | +70.1% | +80.3% | -10.2% | +34.8% |
| 5Y | +46.1% | +226.0% | -179.9% | -13.8% |
| All | +323.6% | +569.3% | -245.7% | +92.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 10y: compounded portfolio wealth divided by compounded CF 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…
10y analysis · Full analysis span regression · 6 months rolling