+449.4%
NSC vs CNH
+32.2%
+417.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +2.8% | -5.6% | -3.8% |
| 7D | -6.6% | -1.7% | -4.9% | -6.1% |
| 30D | +2.2% | -7.2% | +9.4% | +4.5% |
| 3M | -6.2% | +6.5% | -12.7% | -9.5% |
| 6M | +1.7% | +7.9% | -6.2% | -3.3% |
| YTD | +12.2% | +26.6% | -14.4% | -0.2% |
| 1Y | +15.4% | +13.8% | +1.7% | +6.3% |
| 3Y | +73.3% | +9.2% | +64.1% | +56.8% |
| 5Y | +24.7% | -15.6% | +40.3% | +19.9% |
| 10Y | +324.5% | +119.2% | +205.3% | +170.2% |
| All | +449.4% | +32.2% | +417.2% | +263.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling