+302.5%
NSC vs CG
+320.1%
-17.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +6.6% | -4.7% | -0.4% |
| 7D | -5.4% | +3.0% | -8.4% | -6.4% |
| 30D | +2.9% | +10.1% | -7.2% | -0.6% |
| 3M | -2.2% | -10.8% | +8.7% | +1.3% |
| 6M | +5.3% | -15.2% | +20.5% | +10.3% |
| YTD | +14.8% | -26.9% | +41.7% | +25.1% |
| 1Y | +16.6% | -17.0% | +33.6% | +21.1% |
| 3Y | +78.6% | +54.6% | +24.0% | +39.5% |
| 5Y | +27.2% | -16.7% | +43.9% | +20.8% |
| 10Y | +302.5% | +320.1% | -17.6% | +95.6% |
| All | +302.5% | +320.1% | -17.6% | +95.6% |
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