+5,601.7%
NSC vs CMS
+475.9%
+5,125.8%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CMS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -3.9% | -4.2% |
| 7D | -3.8% | +1.7% | -5.5% | -4.2% |
| 30D | +4.1% | +8.6% | -4.5% | +1.6% |
| 3M | -3.3% | -0.5% | -2.8% | -3.2% |
| 6M | +5.9% | -4.2% | +10.0% | +7.1% |
| YTD | +15.5% | +3.4% | +12.0% | +14.1% |
| 1Y | +19.3% | +0.4% | +18.9% | +18.9% |
| 3Y | +79.0% | +38.2% | +40.8% | +61.4% |
| 5Y | +28.3% | +35.4% | -7.1% | +15.7% |
| 10Y | +336.8% | +131.7% | +205.2% | +238.3% |
| All | +5,601.7% | +475.9% | +5,125.8% | +2,999.1% |
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