+284.9%
NSC vs COO
+41.1%
+243.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.3% | -1.9% |
| 7D | +2.5% | +0.5% | +2.0% | +2.3% |
| 30D | +1.7% | +14.2% | -12.5% | -3.7% |
| 3M | -2.6% | -18.2% | +15.7% | +4.8% |
| 6M | +6.4% | +5.3% | +1.1% | +2.3% |
| YTD | +15.5% | -23.6% | +39.0% | +26.9% |
| 1Y | +17.6% | -12.7% | +30.3% | +21.7% |
| 3Y | +75.0% | -24.2% | +99.2% | +84.6% |
| 5Y | +32.2% | -40.0% | +72.2% | +52.7% |
| All | +284.9% | +41.1% | +243.8% | +239.6% |
Cumulative growth
Daily Returns
Daily percentage return beside COO.
Daily Out/Under-Performance
Portfolio return minus COO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COO 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 10y: compounded portfolio wealth divided by compounded COO 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…
10y analysis · Full analysis span regression · 6 months rolling