+5,601.7%
NSC vs COO
+5,456.7%
+145.0%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.2% |
| 7D | -3.8% | +5.3% | -9.0% | -4.2% |
| 30D | +4.1% | +12.5% | -8.5% | +3.1% |
| 3M | -3.3% | -15.1% | +11.9% | -2.1% |
| 6M | +5.9% | +3.7% | +2.2% | +5.3% |
| YTD | +15.5% | -22.5% | +38.0% | +17.6% |
| 1Y | +19.3% | -7.8% | +27.1% | +19.8% |
| 3Y | +79.0% | -24.1% | +103.1% | +81.8% |
| 5Y | +28.3% | -40.1% | +68.4% | +32.3% |
| 10Y | +336.8% | +44.7% | +292.2% | +326.4% |
| All | +5,601.7% | +5,456.7% | +145.0% | +4,723.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling