+47.4%
NSC vs CPB
-39.5%
+86.9%
-35.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.9% | +1.1% |
| 7D | -5.5% | -8.6% | +3.1% | -4.0% |
| 30D | -3.2% | -7.2% | +4.0% | -2.0% |
| 3M | +7.7% | +0.9% | +6.8% | +7.0% |
| 6M | +4.5% | -11.8% | +16.3% | +6.6% |
| YTD | +15.6% | -19.4% | +35.0% | +19.9% |
| 1Y | +19.8% | -30.4% | +50.2% | +28.2% |
| 3Y | +70.1% | -40.2% | +110.3% | +86.3% |
| All | +47.4% | -39.5% | +86.9% | +58.4% |
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