+302.5%
NSC vs CFG
+248.3%
+54.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.9% | -1.1% | +0.6% |
| 7D | -5.4% | +0.3% | -5.6% | -5.4% |
| 30D | +2.9% | +3.2% | -0.3% | +1.6% |
| 3M | -2.2% | -9.7% | +7.5% | +1.7% |
| 6M | +5.3% | +3.6% | +1.6% | +3.2% |
| YTD | +14.8% | +14.7% | +0.1% | +7.4% |
| 1Y | +16.6% | +29.6% | -13.0% | +3.7% |
| 3Y | +78.6% | +190.6% | -112.0% | +10.9% |
| 5Y | +27.2% | +67.1% | -39.9% | -4.5% |
| 10Y | +302.5% | +237.0% | +65.5% | +99.0% |
| All | +302.5% | +248.3% | +54.3% | +99.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling