+16.9%
NSC vs CMS
-2.8%
+19.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.9% |
| 7D | -3.5% | -1.1% | -2.4% | -3.1% |
| 30D | +3.9% | +6.6% | -2.6% | +1.6% |
| 3M | -0.8% | +0.8% | -1.6% | -1.1% |
| 6M | +7.1% | -3.3% | +10.5% | +8.2% |
| YTD | +16.4% | +2.7% | +13.7% | +14.7% |
| 1Y | +16.9% | -4.0% | +20.9% | +17.2% |
| All | +16.9% | -2.8% | +19.8% | +17.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling