+503.3%
NSC vs CG
+281.3%
+222.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.6% |
| 7D | -6.6% | -1.2% | -5.4% | -6.3% |
| 30D | +2.2% | +5.0% | -2.9% | +0.4% |
| 3M | -6.2% | -18.2% | +12.0% | -0.4% |
| 6M | +1.7% | -20.7% | +22.4% | +8.6% |
| YTD | +12.2% | -31.4% | +43.6% | +24.2% |
| 1Y | +15.4% | -22.3% | +37.7% | +22.3% |
| 3Y | +73.3% | +50.2% | +23.2% | +40.7% |
| 5Y | +24.7% | -22.1% | +46.7% | +21.2% |
| 10Y | +324.5% | +295.5% | +29.0% | +136.7% |
| All | +503.3% | +281.3% | +222.0% | +239.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling