+284.9%
NSC vs CNH
+106.0%
+178.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.4% |
| 7D | +2.5% | +3.0% | -0.5% | +1.1% |
| 30D | +1.7% | -0.6% | +2.3% | +1.5% |
| 3M | -2.6% | +14.6% | -17.2% | -8.9% |
| 6M | +6.4% | +11.8% | -5.3% | -0.6% |
| YTD | +15.5% | +30.4% | -14.9% | +0.5% |
| 1Y | +17.6% | +19.1% | -1.5% | +5.8% |
| 3Y | +75.0% | +30.2% | +44.8% | +46.3% |
| 5Y | +32.2% | -17.8% | +50.0% | +28.1% |
| All | +284.9% | +106.0% | +178.8% | +154.8% |
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