+24.4%
NSC vs COO
-41.6%
+66.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.3% |
| 7D | -6.6% | +4.7% | -11.3% | -8.0% |
| 30D | +2.2% | +13.9% | -11.7% | -2.0% |
| 3M | -6.2% | -14.9% | +8.7% | -1.8% |
| 6M | +1.7% | +2.0% | -0.3% | -0.3% |
| YTD | +12.2% | -23.9% | +36.1% | +21.5% |
| 1Y | +15.4% | -9.6% | +25.0% | +17.4% |
| 3Y | +73.3% | -25.4% | +98.8% | +82.3% |
| All | +24.4% | -41.6% | +66.0% | +39.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling