+326.9%
NSC vs CLX
-3.9%
+330.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.6% | +1.1% | -0.1% |
| 7D | -1.5% | -3.5% | +2.0% | -0.8% |
| 30D | -1.9% | -11.9% | +9.9% | +0.7% |
| 3M | +6.2% | -2.6% | +8.8% | +6.6% |
| 6M | +9.2% | -18.2% | +27.3% | +13.4% |
| YTD | +15.0% | -5.9% | +20.9% | +15.7% |
| 1Y | +21.1% | -23.8% | +44.9% | +27.4% |
| 3Y | +78.6% | -33.6% | +112.2% | +92.1% |
| 5Y | +45.9% | -35.7% | +81.6% | +55.9% |
| 10Y | +326.9% | -2.5% | +329.4% | +302.9% |
| All | +326.9% | -3.9% | +330.8% | +302.9% |
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