+298.3%
NSC vs CHD
+180.1%
+118.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +0.4% | +0.2% | +0.5% |
| 7D | -3.4% | +2.4% | -5.8% | -4.2% |
| 30D | +3.6% | +13.9% | -10.3% | -0.8% |
| 3M | -1.4% | +8.5% | -9.9% | -4.1% |
| 6M | +6.0% | +20.4% | -14.4% | -0.7% |
| YTD | +15.5% | +34.5% | -19.0% | +4.0% |
| 1Y | +16.2% | +33.8% | -17.5% | +4.9% |
| 3Y | +76.9% | +29.1% | +47.8% | +59.2% |
| 5Y | +29.3% | +31.2% | -1.9% | +13.7% |
| 10Y | +298.3% | +193.1% | +105.1% | +174.0% |
| All | +298.3% | +180.1% | +118.2% | +174.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CHD.
Daily Out/Under-Performance
Portfolio return minus CHD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHD 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 CHD 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