+47.1%
NSC vs CNI
+11.1%
+35.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CNI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | -1.5% | +2.5% | -4.0% | -3.2% |
| 30D | -1.9% | -2.5% | +0.6% | -0.2% |
| 3M | +6.2% | +2.7% | +3.5% | +4.2% |
| 6M | +9.2% | +16.9% | -7.8% | -2.4% |
| YTD | +15.0% | +26.3% | -11.3% | -2.8% |
| 1Y | +21.1% | +31.1% | -10.0% | -0.7% |
| 3Y | +78.6% | +21.1% | +57.5% | +53.3% |
| All | +47.1% | +11.1% | +35.9% | +34.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling