+47.4%
NSC vs CLX
-34.6%
+82.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.8% |
| 7D | -5.5% | -9.2% | +3.7% | -3.5% |
| 30D | -3.2% | -11.0% | +7.8% | -0.8% |
| 3M | +7.7% | +5.0% | +2.6% | +6.2% |
| 6M | +4.5% | -18.8% | +23.3% | +9.0% |
| YTD | +15.6% | -4.4% | +20.0% | +15.9% |
| 1Y | +19.8% | -21.9% | +41.7% | +25.7% |
| 3Y | +70.1% | -32.8% | +102.9% | +83.0% |
| All | +47.4% | -34.6% | +82.1% | +56.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling