+5,601.7%
NSC vs CPB
+366.5%
+5,235.2%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.7% | -5.1% | -4.5% |
| 7D | -3.8% | +11.6% | -15.4% | -6.6% |
| 30D | +4.1% | +23.3% | -19.2% | -1.7% |
| 3M | -3.3% | +1.6% | -4.9% | -4.1% |
| 6M | +5.9% | +13.9% | -8.1% | +1.3% |
| YTD | +15.5% | -11.7% | +27.2% | +17.8% |
| 1Y | +19.3% | -18.2% | +37.6% | +24.1% |
| 3Y | +79.0% | -35.2% | +114.2% | +95.7% |
| 5Y | +28.3% | -30.5% | +58.8% | +35.9% |
| 10Y | +336.8% | -37.1% | +374.0% | +353.6% |
| All | +5,601.7% | +366.5% | +5,235.2% | +3,027.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling