+24.4%
NSC vs CP
+24.4%
0.0%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.7% | -1.1% | -1.8% |
| 7D | -6.6% | +2.8% | -9.4% | -8.2% |
| 30D | +2.2% | +10.2% | -8.1% | -3.9% |
| 3M | -6.2% | +2.4% | -8.6% | -7.7% |
| 6M | +1.7% | +7.7% | -6.0% | -3.2% |
| YTD | +12.2% | +26.0% | -13.8% | -3.5% |
| 1Y | +15.4% | +34.6% | -19.2% | -5.0% |
| 3Y | +73.3% | +26.7% | +46.7% | +44.5% |
| All | +24.4% | +24.4% | 0.0% | +3.0% |
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