+73.3%
NSC vs CPB
-36.0%
+109.3%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.3% | -1.5% | -2.6% |
| 7D | -6.6% | +8.0% | -14.6% | -7.9% |
| 30D | +2.2% | +22.4% | -20.2% | -1.5% |
| 3M | -6.2% | +2.5% | -8.7% | -7.0% |
| 6M | +1.7% | +12.2% | -10.5% | -1.1% |
| YTD | +12.2% | -12.8% | +25.0% | +14.4% |
| 1Y | +15.4% | -19.2% | +34.6% | +19.5% |
| 3Y | +73.3% | -35.6% | +108.9% | +86.9% |
| All | +73.3% | -36.0% | +109.3% | +86.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 3y: compounded portfolio wealth divided by compounded CPB 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…
3y analysis · Full analysis span regression · 6 months rolling