+24.4%
NSC vs COMP
-17.6%
+42.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +10.7% | -13.6% | -3.6% |
| 7D | -6.6% | +13.4% | -20.1% | -7.5% |
| 30D | +2.2% | +11.1% | -8.9% | +1.2% |
| 3M | -6.2% | -18.8% | +12.6% | -5.1% |
| 6M | +1.7% | +10.5% | -8.8% | +0.2% |
| YTD | +12.2% | -3.4% | +15.6% | +10.8% |
| 1Y | +15.4% | +19.7% | -4.3% | +11.9% |
| 3Y | +73.3% | +381.6% | -308.3% | +43.2% |
| All | +24.4% | -17.6% | +42.0% | +10.8% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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