+75.0%
NSC vs CMS
+39.2%
+35.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.7% | -3.3% | -2.2% |
| 7D | +2.5% | +1.7% | +0.7% | +1.8% |
| 30D | +1.7% | +6.2% | -4.5% | -0.4% |
| 3M | -2.6% | +0.6% | -3.2% | -2.8% |
| 6M | +6.4% | -1.8% | +8.2% | +6.9% |
| YTD | +15.5% | +3.8% | +11.6% | +13.6% |
| 1Y | +17.6% | -1.8% | +19.4% | +17.9% |
| 3Y | +75.0% | +39.8% | +35.1% | +45.5% |
| All | +75.0% | +39.2% | +35.7% | +45.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling