+5,605.4%
NSC vs CMS
+457.8%
+5,147.6%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.6% |
| 7D | -5.5% | +0.4% | -5.9% | -5.6% |
| 30D | -3.2% | -3.6% | +0.4% | -2.2% |
| 3M | +7.7% | -1.9% | +9.6% | +8.2% |
| 6M | +4.5% | -11.0% | +15.5% | +8.0% |
| YTD | +15.6% | +0.2% | +15.4% | +15.3% |
| 1Y | +19.8% | -1.3% | +21.2% | +20.0% |
| 3Y | +70.1% | +35.9% | +34.2% | +54.0% |
| 5Y | +46.1% | +23.1% | +23.0% | +35.4% |
| 10Y | +328.1% | +117.9% | +210.2% | +237.3% |
| All | +5,605.4% | +457.8% | +5,147.6% | +3,031.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling