+29.3%
NSC vs CNH
-9.2%
+38.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -4.4% | +5.0% | +1.8% |
| 7D | -3.4% | +4.5% | -7.9% | -4.7% |
| 30D | +3.6% | +7.6% | -4.0% | +1.3% |
| 3M | -1.4% | +17.0% | -18.4% | -6.8% |
| 6M | +6.0% | +12.9% | -7.0% | +0.4% |
| YTD | +15.5% | +34.3% | -18.8% | +2.9% |
| 1Y | +16.2% | +28.5% | -12.3% | +4.8% |
| 3Y | +76.9% | +31.9% | +45.1% | +54.4% |
| 5Y | +29.3% | -9.6% | +38.9% | +23.5% |
| All | +29.3% | -9.2% | +38.6% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling