+309.6%
NSC vs CMS
+125.4%
+184.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -2.1% | -0.7% | -1.9% |
| 7D | -6.6% | -1.3% | -5.3% | -6.0% |
| 30D | +2.2% | +6.3% | -4.2% | -0.7% |
| 3M | -6.2% | -2.1% | -4.2% | -5.4% |
| 6M | +1.7% | -5.1% | +6.8% | +3.9% |
| YTD | +12.2% | +1.3% | +11.0% | +11.1% |
| 1Y | +15.4% | -1.4% | +16.8% | +15.6% |
| 3Y | +73.3% | +36.9% | +36.4% | +46.5% |
| 5Y | +24.7% | +32.5% | -7.9% | +5.4% |
| All | +309.6% | +125.4% | +184.2% | +238.1% |
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