+298.3%
NSC vs CP
+255.2%
+43.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.3% | +0.9% | +0.8% |
| 7D | -3.4% | +2.8% | -6.2% | -5.3% |
| 30D | +3.6% | +11.0% | -7.4% | -4.0% |
| 3M | -1.4% | +3.8% | -5.2% | -4.2% |
| 6M | +6.0% | +9.5% | -3.5% | -1.1% |
| YTD | +15.5% | +28.2% | -12.7% | -4.3% |
| 1Y | +16.2% | +33.0% | -16.7% | -6.4% |
| 3Y | +76.9% | +35.5% | +41.4% | +36.4% |
| 5Y | +29.3% | +25.8% | +3.5% | +3.6% |
| 10Y | +298.3% | +250.7% | +47.6% | +41.9% |
| All | +298.3% | +255.2% | +43.1% | +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