+299.9%
NSC vs COO
+40.2%
+259.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +1.2% |
| 7D | -3.5% | -2.3% | -1.2% | -2.6% |
| 30D | +3.9% | +13.3% | -9.3% | -1.3% |
| 3M | -0.8% | -18.1% | +17.3% | +6.6% |
| 6M | +7.1% | +6.7% | +0.4% | +2.5% |
| YTD | +16.4% | -23.2% | +39.7% | +27.7% |
| 1Y | +16.9% | -12.3% | +29.2% | +20.7% |
| 3Y | +78.4% | -23.6% | +101.9% | +87.6% |
| 5Y | +33.1% | -38.7% | +71.8% | +52.1% |
| 10Y | +299.9% | +42.2% | +257.7% | +265.2% |
| All | +299.9% | +40.2% | +259.7% | +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