+309.6%
NSC vs CMS
+127.3%
+182.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.2% |
| 7D | -6.6% | -0.5% | -6.1% | -6.4% |
| 30D | +2.2% | +7.2% | -5.0% | -1.0% |
| 3M | -6.2% | -1.3% | -4.9% | -5.8% |
| 6M | +1.7% | -4.3% | +6.0% | +3.5% |
| YTD | +12.2% | +2.1% | +10.2% | +10.7% |
| 1Y | +15.4% | -0.6% | +16.0% | +15.1% |
| 3Y | +73.3% | +38.0% | +35.3% | +46.0% |
| 5Y | +24.7% | +33.6% | -8.9% | +5.0% |
| All | +309.6% | +127.3% | +182.3% | +236.8% |
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