+323.6%
NSC vs CNH
+162.8%
+160.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.0% | -3.5% | -1.0% |
| 7D | -5.5% | +23.3% | -28.8% | -12.8% |
| 30D | -3.2% | +33.5% | -36.7% | -13.6% |
| 3M | +7.7% | +32.7% | -25.0% | -4.3% |
| 6M | +4.5% | +22.2% | -17.7% | -5.1% |
| YTD | +15.6% | +57.7% | -42.1% | -5.3% |
| 1Y | +19.8% | +28.0% | -8.1% | +5.9% |
| 3Y | +70.1% | +11.5% | +58.6% | +53.7% |
| 5Y | +46.1% | +11.9% | +34.3% | +25.9% |
| All | +323.6% | +162.8% | +160.8% | +137.2% |
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