+302.5%
NSC vs CHD
+181.4%
+121.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.2% |
| 7D | -5.4% | +0.8% | -6.1% | -5.6% |
| 30D | +2.9% | +13.5% | -10.5% | -1.2% |
| 3M | -2.2% | +8.1% | -10.3% | -4.7% |
| 6M | +5.3% | +19.9% | -14.6% | -1.2% |
| YTD | +14.8% | +34.0% | -19.2% | +3.6% |
| 1Y | +16.6% | +29.8% | -13.2% | +6.3% |
| 3Y | +78.6% | +28.7% | +49.9% | +61.1% |
| 5Y | +27.2% | +31.8% | -4.6% | +11.8% |
| 10Y | +302.5% | +178.2% | +124.3% | +182.4% |
| All | +302.5% | +181.4% | +121.1% | +182.4% |
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