+76.4%
NSC vs CNI
+21.8%
+54.6%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.4% |
| 7D | -3.5% | -1.1% | -2.4% | -2.8% |
| 30D | +3.9% | +7.6% | -3.7% | -0.8% |
| 3M | -0.8% | +1.6% | -2.4% | -1.8% |
| 6M | +7.1% | +16.6% | -9.5% | -2.8% |
| YTD | +16.4% | +31.3% | -14.8% | -2.5% |
| 1Y | +16.9% | +35.2% | -18.3% | -4.1% |
| All | +76.4% | +21.8% | +54.6% | +50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CNI.
Daily Out/Under-Performance
Portfolio return minus CNI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNI 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 3y: compounded portfolio wealth divided by compounded CNI 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…
3y analysis · Full analysis span regression · 6 months rolling