+27.2%
NSC vs CP
+27.1%
+0.1%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +2.0% | -0.2% | +0.6% |
| 7D | -5.4% | +2.8% | -8.1% | -7.0% |
| 30D | +2.9% | +11.3% | -8.4% | -3.8% |
| 3M | -2.2% | +2.9% | -5.0% | -4.0% |
| 6M | +5.3% | +9.8% | -4.5% | -1.0% |
| YTD | +14.8% | +28.5% | -13.8% | -2.6% |
| 1Y | +16.6% | +33.5% | -16.9% | -3.5% |
| 3Y | +78.6% | +31.9% | +46.7% | +44.9% |
| 5Y | +27.2% | +25.5% | +1.7% | +4.6% |
| All | +27.2% | +27.1% | +0.1% | +4.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling