+36.0%
NSC vs COMP
-47.7%
+83.6%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -5.5% | +1.4% | -6.9% | -5.6% |
| 30D | -3.2% | -13.3% | +10.1% | -2.3% |
| 3M | +7.7% | +41.1% | -33.4% | +4.7% |
| 6M | +4.5% | +17.2% | -12.7% | +2.4% |
| YTD | +15.6% | +5.2% | +10.4% | +13.8% |
| 1Y | +19.8% | +18.9% | +0.9% | +16.5% |
| 3Y | +70.1% | +215.9% | -145.8% | +47.1% |
| 5Y | +46.1% | -31.2% | +77.3% | +25.9% |
| All | +36.0% | -47.7% | +83.6% | +19.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling