+24.4%
NSC vs CFG
+61.2%
-36.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.9% | -1.9% | -2.5% |
| 7D | -6.6% | -0.9% | -5.7% | -6.3% |
| 30D | +2.2% | +1.1% | +1.1% | +1.8% |
| 3M | -6.2% | -12.0% | +5.8% | -2.3% |
| 6M | +1.7% | -2.2% | +3.9% | +2.0% |
| YTD | +12.2% | +11.4% | +0.8% | +7.3% |
| 1Y | +15.4% | +27.8% | -12.4% | +5.2% |
| 3Y | +73.3% | +173.3% | -100.0% | +22.0% |
| All | +24.4% | +61.2% | -36.9% | -0.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling