+302.5%
NSC vs CP
+261.0%
+41.5%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.4% |
| 7D | -5.4% | +2.8% | -8.1% | -7.2% |
| 30D | +2.9% | +11.3% | -8.4% | -4.8% |
| 3M | -2.2% | +2.9% | -5.0% | -4.3% |
| 6M | +5.3% | +9.8% | -4.5% | -2.0% |
| YTD | +14.8% | +28.5% | -13.8% | -5.1% |
| 1Y | +16.6% | +33.5% | -16.9% | -6.4% |
| 3Y | +78.6% | +31.9% | +46.7% | +40.4% |
| 5Y | +27.2% | +25.5% | +1.7% | +2.1% |
| 10Y | +302.5% | +257.6% | +45.0% | +41.9% |
| All | +302.5% | +261.0% | +41.5% | +41.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 CP 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