+5,605.4%
NSC vs CLX
+2,386.6%
+3,218.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.9% |
| 7D | -5.5% | -9.2% | +3.7% | -2.8% |
| 30D | -3.2% | -11.0% | +7.8% | +0.1% |
| 3M | +7.7% | +5.0% | +2.6% | +5.7% |
| 6M | +4.5% | -18.8% | +23.3% | +10.1% |
| YTD | +15.6% | -4.4% | +20.0% | +15.8% |
| 1Y | +19.8% | -21.9% | +41.7% | +27.1% |
| 3Y | +70.1% | -32.8% | +102.9% | +86.5% |
| 5Y | +46.1% | -34.6% | +80.7% | +58.3% |
| 10Y | +328.1% | -4.7% | +332.8% | +295.0% |
| All | +5,605.4% | +2,386.6% | +3,218.8% | +1,897.0% |
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