+284.9%
NSC vs CHD
+196.1%
+88.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.4% | -3.0% | -2.1% |
| 7D | +2.5% | +3.6% | -1.2% | +1.3% |
| 30D | +1.7% | +10.4% | -8.7% | -1.6% |
| 3M | -2.6% | +12.2% | -14.7% | -6.3% |
| 6M | +6.4% | +19.9% | -13.5% | -0.1% |
| YTD | +15.5% | +36.4% | -20.9% | +3.5% |
| 1Y | +17.6% | +35.1% | -17.5% | +5.7% |
| 3Y | +75.0% | +29.2% | +45.8% | +57.5% |
| 5Y | +32.2% | +33.4% | -1.2% | +15.6% |
| All | +284.9% | +196.1% | +88.8% | +164.9% |
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