+291.1%
NSC vs CNH
+107.0%
+184.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -4.2% | +5.0% | +2.3% |
| 7D | +1.6% | +6.4% | -4.8% | -1.0% |
| 30D | +4.2% | -1.6% | +5.8% | +4.3% |
| 3M | -0.2% | +11.6% | -11.8% | -5.8% |
| 6M | +7.6% | +12.5% | -5.0% | +0.2% |
| YTD | +17.4% | +31.1% | -13.7% | +1.9% |
| 1Y | +18.3% | +17.0% | +1.3% | +7.2% |
| 3Y | +79.8% | +28.7% | +51.1% | +51.1% |
| 5Y | +34.3% | -17.4% | +51.7% | +29.9% |
| All | +291.1% | +107.0% | +184.1% | +158.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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