+21.1%
NSC vs CHD
+2.5%
+18.6%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.0% | +1.6% | -0.1% |
| 7D | -1.5% | -2.9% | +1.4% | -0.9% |
| 30D | -1.9% | -6.2% | +4.3% | -0.7% |
| 3M | +6.2% | +1.6% | +4.7% | +5.6% |
| 6M | +9.2% | -3.5% | +12.7% | +9.3% |
| YTD | +15.0% | +16.2% | -1.2% | +12.9% |
| 1Y | +21.1% | +3.4% | +17.7% | +16.0% |
| All | +21.1% | +2.5% | +18.6% | +16.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling