+13.4%
NSC vs CF
+47.2%
-33.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.7% | -3.1% | -2.4% |
| 7D | -6.2% | -3.2% | -3.1% | -6.2% |
| 30D | +2.6% | +4.3% | -1.8% | +2.8% |
| 3M | -5.8% | +2.8% | -8.6% | -5.6% |
| 6M | +2.1% | +0.6% | +1.5% | +2.3% |
| YTD | +12.7% | +56.6% | -43.9% | +6.1% |
| All | +13.4% | +47.2% | -33.8% | +8.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling