+76.4%
NSC vs CG
+51.4%
+25.1%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.4% | +2.2% | +1.2% |
| 7D | -3.5% | -3.8% | +0.3% | -2.7% |
| 30D | +3.9% | +7.5% | -3.6% | +2.0% |
| 3M | -0.8% | -14.4% | +13.6% | +2.7% |
| 6M | +7.1% | -15.7% | +22.8% | +11.0% |
| YTD | +16.4% | -29.0% | +45.4% | +25.2% |
| 1Y | +16.9% | -22.1% | +39.0% | +22.2% |
| All | +76.4% | +51.4% | +25.1% | +52.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling