+329.1%
NSC vs CG
+362.4%
-33.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +1.1% |
| 7D | -5.5% | -4.3% | -1.2% | -4.1% |
| 30D | -3.2% | -5.1% | +1.9% | -1.6% |
| 3M | +7.7% | +8.7% | -1.0% | +4.1% |
| 6M | +4.5% | -9.2% | +13.8% | +6.9% |
| YTD | +15.6% | -18.9% | +34.4% | +22.0% |
| 1Y | +19.8% | -25.6% | +45.5% | +29.6% |
| 3Y | +70.1% | +57.3% | +12.8% | +33.0% |
| 5Y | +46.1% | +10.2% | +36.0% | +24.0% |
| All | +329.1% | +362.4% | -33.3% | +110.3% |
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