+323.6%
NSC vs CMS
+117.1%
+206.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -5.5% | +0.4% | -5.9% | -5.7% |
| 30D | -3.2% | -3.6% | +0.4% | -1.6% |
| 3M | +7.7% | -1.9% | +9.6% | +8.4% |
| 6M | +4.5% | -11.0% | +15.5% | +9.9% |
| YTD | +15.6% | +0.2% | +15.4% | +15.0% |
| 1Y | +19.8% | -1.3% | +21.2% | +19.9% |
| 3Y | +70.1% | +35.9% | +34.2% | +44.1% |
| 5Y | +46.1% | +23.1% | +23.0% | +28.0% |
| All | +323.6% | +117.1% | +206.5% | +234.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CMS.
Daily Out/Under-Performance
Portfolio return minus CMS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CMS 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 CMS 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