+295.3%
NSC vs CLX
+20.0%
+275.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.3% | -2.7% | -2.5% |
| 7D | -6.2% | +13.6% | -19.8% | -8.8% |
| 30D | +2.6% | +23.4% | -20.8% | -2.0% |
| 3M | -5.8% | -2.8% | -3.0% | -5.4% |
| 6M | +2.1% | +14.0% | -11.9% | -1.2% |
| YTD | +12.7% | +4.2% | +8.5% | +10.8% |
| 1Y | +15.9% | -1.2% | +17.1% | +15.1% |
| 3Y | +74.0% | -12.7% | +86.7% | +76.5% |
| 5Y | +25.2% | -26.5% | +51.7% | +29.8% |
| All | +295.3% | +20.0% | +275.2% | +263.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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