+32.3%
NSC vs CPB
-33.2%
+65.5%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.2% | -4.8% | -2.2% |
| 7D | +2.5% | -1.6% | +4.0% | +2.8% |
| 30D | +1.7% | +19.2% | -17.5% | -1.8% |
| 3M | -2.6% | -0.9% | -1.6% | -2.7% |
| 6M | +6.4% | +15.2% | -8.8% | +2.8% |
| YTD | +15.5% | -13.1% | +28.6% | +17.8% |
| 1Y | +17.6% | -22.4% | +40.0% | +22.9% |
| 3Y | +75.0% | -35.3% | +110.3% | +88.2% |
| All | +32.3% | -33.2% | +65.5% | +37.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling