+1.7%
NSC vs CNH
+10.5%
-8.8%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.1% |
| 7D | -6.6% | -1.7% | -4.9% | -6.5% |
| 30D | +2.2% | -7.2% | +9.4% | +2.7% |
| 3M | -6.2% | +6.5% | -12.7% | -7.1% |
| 6M | +1.7% | +7.9% | -6.2% | 0.0% |
| All | +1.7% | +10.5% | -8.8% | 0.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling