+465.3%
NSC vs CNH
+28.6%
+436.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.9% | -0.4% | -3.0% |
| 7D | -3.8% | -0.4% | -3.4% | -3.7% |
| 30D | +4.1% | -15.2% | +19.3% | +9.8% |
| 3M | -3.3% | +4.3% | -7.5% | -5.9% |
| 6M | +5.9% | +10.1% | -4.2% | -0.1% |
| YTD | +15.5% | +23.2% | -7.7% | +3.7% |
| 1Y | +19.3% | +8.5% | +10.8% | +11.8% |
| 3Y | +79.0% | +4.1% | +75.0% | +64.9% |
| 5Y | +28.3% | -17.8% | +46.2% | +24.6% |
| 10Y | +336.8% | +113.3% | +223.5% | +180.8% |
| All | +465.3% | +28.6% | +436.7% | +277.3% |
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 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