+1,387.8%
NSC vs CF
+4,965.4%
-3,577.6%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -4.4% | +5.3% | +2.1% |
| 7D | +1.8% | -6.9% | +8.7% | +3.6% |
| 30D | +8.8% | -3.7% | +12.6% | +9.8% |
| 3M | +1.2% | -5.0% | +6.2% | +2.0% |
| 6M | +11.3% | -10.5% | +21.8% | +13.1% |
| YTD | +20.7% | +46.5% | -25.8% | +5.1% |
| 1Y | +23.4% | +34.8% | -11.4% | +9.7% |
| 3Y | +87.1% | +46.7% | +40.4% | +58.1% |
| 5Y | +33.8% | +112.0% | -78.2% | -3.9% |
| 10Y | +356.6% | +529.7% | -173.1% | +124.8% |
| All | +1,387.8% | +4,965.4% | -3,577.6% | +286.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling