+321.5%
NSC vs CF
+557.2%
-235.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +6.2% | -10.5% | -5.9% |
| 7D | -3.8% | +0.4% | -4.2% | -4.1% |
| 30D | +4.1% | +2.2% | +1.9% | +3.2% |
| 3M | -3.3% | +2.1% | -5.4% | -4.5% |
| 6M | +5.9% | -6.5% | +12.4% | +6.3% |
| YTD | +15.5% | +55.6% | -40.1% | -1.8% |
| 1Y | +19.3% | +42.3% | -23.0% | +4.0% |
| 3Y | +79.0% | +55.7% | +23.3% | +47.0% |
| 5Y | +28.3% | +122.4% | -94.1% | -14.2% |
| All | +321.5% | +557.2% | -235.7% | +82.7% |
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