+309.6%
NSC vs CP
+253.8%
+55.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.6% |
| 7D | -6.6% | +2.8% | -9.4% | -8.5% |
| 30D | +2.2% | +10.2% | -8.1% | -4.8% |
| 3M | -6.2% | +2.4% | -8.6% | -8.0% |
| 6M | +1.7% | +7.7% | -6.0% | -4.0% |
| YTD | +12.2% | +26.0% | -13.8% | -5.9% |
| 1Y | +15.4% | +34.6% | -19.2% | -7.9% |
| 3Y | +73.3% | +26.7% | +46.7% | +40.5% |
| 5Y | +24.7% | +24.9% | -0.2% | +0.3% |
| All | +309.6% | +253.8% | +55.8% | +47.8% |
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