+302.5%
NSC vs COO
+40.7%
+261.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.5% | -0.7% | +0.8% |
| 7D | -5.4% | +4.3% | -9.6% | -7.0% |
| 30D | +2.9% | +17.6% | -14.6% | -3.6% |
| 3M | -2.2% | -13.9% | +11.7% | +3.0% |
| 6M | +5.3% | +6.6% | -1.3% | +0.8% |
| YTD | +14.8% | -22.0% | +36.8% | +25.0% |
| 1Y | +16.6% | -8.8% | +25.4% | +18.4% |
| 3Y | +78.6% | -21.5% | +100.1% | +85.6% |
| 5Y | +27.2% | -41.0% | +68.2% | +48.4% |
| 10Y | +302.5% | +40.9% | +261.6% | +265.3% |
| All | +302.5% | +40.7% | +261.8% | +265.3% |
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