+15.5%
NSC vs CNH
+33.2%
-17.7%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +10.9% | -9.1% | +0.2% |
| 7D | -5.4% | +8.6% | -13.9% | -6.6% |
| 30D | +2.9% | +12.6% | -9.6% | +1.0% |
| 3M | -2.2% | +17.5% | -19.7% | -5.3% |
| 6M | +5.3% | +18.1% | -12.8% | +1.5% |
| YTD | +14.8% | +40.4% | -25.6% | +6.2% |
| All | +15.5% | +33.2% | -17.7% | +7.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling