+5,605.4%
NSC vs CHD
+10,220.8%
-4,615.4%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -4.8% |
| 30D | -3.2% | -4.6% | +1.4% | -2.1% |
| 3M | +7.7% | +5.0% | +2.6% | +6.1% |
| 6M | +4.5% | -3.2% | +7.7% | +5.2% |
| YTD | +15.6% | +18.6% | -3.1% | +10.1% |
| 1Y | +19.8% | +4.8% | +15.0% | +17.7% |
| 3Y | +70.1% | +6.1% | +64.0% | +65.2% |
| 5Y | +46.1% | +24.0% | +22.2% | +35.2% |
| 10Y | +328.1% | +124.5% | +203.6% | +234.7% |
| All | +5,605.4% | +10,220.8% | -4,615.4% | +2,147.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling