+35.9%
NSC vs COMP
-56.6%
+92.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -8.2% | +3.8% | -3.8% |
| 7D | -3.8% | -1.8% | -2.0% | -3.7% |
| 30D | +4.1% | -0.8% | +4.8% | +4.0% |
| 3M | -3.3% | -28.1% | +24.9% | -1.3% |
| 6M | +5.9% | +27.0% | -21.1% | +3.1% |
| YTD | +15.5% | -12.8% | +28.3% | +15.0% |
| 1Y | +19.3% | +4.9% | +14.4% | +17.0% |
| 3Y | +79.0% | +321.0% | -242.0% | +51.2% |
| 5Y | +28.3% | -25.6% | +53.9% | +11.4% |
| All | +35.9% | -56.6% | +92.5% | +20.5% |
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