+283.4%
NSC vs CFG
+351.2%
-67.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.1% | -1.2% | -3.0% |
| 7D | -3.8% | -2.2% | -1.6% | -2.9% |
| 30D | +4.1% | +0.4% | +3.7% | +3.9% |
| 3M | -3.3% | -12.6% | +9.3% | +1.9% |
| 6M | +5.9% | +0.6% | +5.3% | +5.0% |
| YTD | +15.5% | +12.4% | +3.0% | +9.0% |
| 1Y | +19.3% | +27.7% | -8.3% | +6.7% |
| 3Y | +79.0% | +172.4% | -93.3% | +13.9% |
| 5Y | +28.3% | +64.0% | -35.6% | -3.1% |
| 10Y | +336.8% | +252.8% | +84.0% | +108.4% |
| All | +283.4% | +351.2% | -67.8% | +62.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling