+34.3%
NSC vs CG
-21.9%
+56.2%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.3% | +5.1% | +1.9% |
| 7D | +1.6% | -1.5% | +3.1% | +1.9% |
| 30D | +4.2% | +5.7% | -1.5% | +2.5% |
| 3M | -0.2% | -17.9% | +17.6% | +4.7% |
| 6M | +7.6% | -20.2% | +27.7% | +13.4% |
| YTD | +17.4% | -32.0% | +49.4% | +28.2% |
| 1Y | +18.3% | -27.0% | +45.3% | +26.4% |
| 3Y | +79.8% | +42.8% | +37.0% | +52.0% |
| 5Y | +34.3% | -23.4% | +57.8% | +24.6% |
| All | +34.3% | -21.9% | +56.2% | +24.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling