+295.3%
NSC vs CG
+294.2%
+1.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.7% | -1.8% | -2.2% |
| 7D | -6.2% | -1.2% | -5.0% | -5.9% |
| 30D | +2.6% | +5.0% | -2.5% | +0.7% |
| 3M | -5.8% | -18.2% | +12.4% | +0.5% |
| 6M | +2.1% | -20.7% | +22.8% | +9.5% |
| YTD | +12.7% | -31.4% | +44.1% | +25.6% |
| 1Y | +15.9% | -22.3% | +38.1% | +23.2% |
| 3Y | +74.0% | +50.2% | +23.9% | +37.2% |
| 5Y | +25.2% | -22.1% | +47.2% | +21.7% |
| All | +295.3% | +294.2% | +1.1% | +96.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 CG 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