+23.4%
NSC vs CFG
+34.2%
-10.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.4% | -1.4% | +0.3% |
| 7D | +1.8% | +1.8% | 0.0% | +1.3% |
| 30D | +8.8% | +3.3% | +5.5% | +7.8% |
| 3M | +1.2% | -9.8% | +11.1% | +4.1% |
| 6M | +11.3% | +5.2% | +6.2% | +8.7% |
| YTD | +20.7% | +16.1% | +4.6% | +12.6% |
| 1Y | +23.4% | +33.7% | -10.3% | +9.3% |
| All | +23.4% | +34.2% | -10.8% | +9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 CFG 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