+5,440.5%
NSC vs CLX
+2,609.7%
+2,830.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.3% | -3.1% | -2.9% |
| 7D | -6.6% | +13.6% | -20.2% | -10.1% |
| 30D | +2.2% | +23.4% | -21.2% | -4.0% |
| 3M | -6.2% | -2.8% | -3.4% | -5.7% |
| 6M | +1.7% | +14.0% | -12.3% | -2.9% |
| YTD | +12.2% | +4.2% | +8.1% | +9.5% |
| 1Y | +15.4% | -1.2% | +16.6% | +14.2% |
| 3Y | +73.3% | -12.7% | +86.0% | +75.9% |
| 5Y | +24.7% | -26.5% | +51.2% | +30.3% |
| 10Y | +324.5% | +20.2% | +304.3% | +263.8% |
| All | +5,440.5% | +2,609.7% | +2,830.8% | +1,787.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling