+323.6%
NSC vs COO
+49.3%
+274.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +1.1% |
| 7D | -5.5% | -2.2% | -3.3% | -4.6% |
| 30D | -3.2% | -7.0% | +3.8% | -0.4% |
| 3M | +7.7% | +12.2% | -4.5% | +2.1% |
| 6M | +4.5% | -15.1% | +19.6% | +11.2% |
| YTD | +15.6% | -15.1% | +30.7% | +22.8% |
| 1Y | +19.8% | +2.3% | +17.5% | +16.8% |
| 3Y | +70.1% | -23.7% | +93.8% | +82.0% |
| 5Y | +46.1% | -38.9% | +85.0% | +70.4% |
| All | +323.6% | +49.3% | +274.3% | +265.2% |
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