+309.6%
NSC vs COO
+41.2%
+268.4%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.1% |
| 7D | -6.6% | +4.7% | -11.3% | -8.4% |
| 30D | +2.2% | +13.9% | -11.7% | -3.2% |
| 3M | -6.2% | -14.9% | +8.7% | -0.8% |
| 6M | +1.7% | +2.0% | -0.3% | -0.9% |
| YTD | +12.2% | -23.9% | +36.1% | +23.5% |
| 1Y | +15.4% | -9.6% | +25.0% | +17.6% |
| 3Y | +73.3% | -25.4% | +98.8% | +84.3% |
| 5Y | +24.7% | -41.2% | +65.9% | +45.3% |
| All | +309.6% | +41.2% | +268.4% | +274.0% |
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