+5,601.7%
NSC vs CP
+7,870.0%
-2,268.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.7% | -3.6% | -3.9% |
| 7D | -3.8% | +6.1% | -9.9% | -6.9% |
| 30D | +4.1% | +9.8% | -5.7% | -1.2% |
| 3M | -3.3% | +2.7% | -6.0% | -4.9% |
| 6M | +5.9% | +12.8% | -6.9% | -1.2% |
| YTD | +15.5% | +28.2% | -12.7% | +0.1% |
| 1Y | +19.3% | +34.1% | -14.8% | +0.7% |
| 3Y | +79.0% | +28.9% | +50.2% | +52.4% |
| 5Y | +28.3% | +27.1% | +1.3% | +9.5% |
| 10Y | +336.8% | +264.8% | +72.0% | +112.7% |
| All | +5,601.7% | +7,870.0% | -2,268.2% | +606.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling