+74.6%
NSC vs COO
-23.4%
+98.0%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +0.9% |
| 7D | -5.5% | -2.2% | -3.3% | -4.9% |
| 30D | -3.2% | -7.0% | +3.8% | -1.4% |
| 3M | +7.7% | +12.2% | -4.5% | +4.1% |
| 6M | +4.5% | -15.1% | +19.6% | +9.0% |
| YTD | +15.6% | -15.1% | +30.7% | +20.5% |
| 1Y | +19.8% | +2.3% | +17.5% | +18.1% |
| All | +74.6% | -23.4% | +98.0% | +77.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling