+33.1%
NSC vs CNI
+8.0%
+25.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -1.2% |
| 3M | -0.8% | +1.6% | -2.4% | -1.9% |
| 6M | +7.1% | +16.6% | -9.5% | -3.9% |
| YTD | +16.4% | +31.3% | -14.8% | -4.5% |
| 1Y | +16.9% | +35.2% | -18.3% | -6.3% |
| 3Y | +78.4% | +21.5% | +56.9% | +52.7% |
| 5Y | +33.1% | +8.5% | +24.6% | +22.7% |
| All | +33.1% | +8.0% | +25.1% | +22.7% |
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