+32.3%
NSC vs CP
+25.5%
+6.7%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.5% | -1.1% | -1.3% |
| 7D | +2.5% | +2.1% | +0.3% | +1.1% |
| 30D | +1.7% | +9.3% | -7.6% | -3.9% |
| 3M | -2.6% | +0.5% | -3.0% | -2.9% |
| 6M | +6.4% | +10.4% | -4.0% | -0.3% |
| YTD | +15.5% | +28.7% | -13.2% | -2.1% |
| 1Y | +17.6% | +33.2% | -15.6% | -2.5% |
| 3Y | +75.0% | +38.4% | +36.5% | +37.5% |
| All | +32.3% | +25.5% | +6.7% | +7.8% |
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 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