+13.4%
NSC vs CFG
+25.3%
-11.9%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.1% |
| 7D | -6.2% | -0.9% | -5.3% | -5.9% |
| 30D | +2.6% | +1.1% | +1.5% | +2.4% |
| 3M | -5.8% | -12.0% | +6.2% | -2.4% |
| 6M | +2.1% | -2.2% | +4.3% | +2.0% |
| YTD | +12.7% | +11.4% | +1.3% | +6.3% |
| All | +13.4% | +25.3% | -11.9% | +2.3% |
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