+42.0%
NSC vs COMP
-52.8%
+94.8%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +7.7% | -6.8% | +0.4% |
| 7D | +1.8% | +9.5% | -7.7% | +1.1% |
| 30D | +8.8% | +8.1% | +0.8% | +8.1% |
| 3M | +1.2% | -16.3% | +17.6% | +2.2% |
| 6M | +11.3% | +42.2% | -30.9% | +7.6% |
| YTD | +20.7% | -5.0% | +25.7% | +19.5% |
| 1Y | +23.4% | +20.1% | +3.3% | +19.8% |
| 3Y | +87.1% | +358.4% | -271.3% | +57.1% |
| 5Y | +33.8% | -21.9% | +55.7% | +15.5% |
| All | +42.0% | -52.8% | +94.8% | +25.2% |
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