+5,602.3%
NSC vs CPB
+355.6%
+5,246.7%
-67.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -3.4% | +2.9% | -6.3% | -4.2% |
| 30D | +3.6% | +17.6% | -14.0% | -0.9% |
| 3M | -1.4% | +2.0% | -3.4% | -2.3% |
| 6M | +6.0% | +11.6% | -5.7% | +1.9% |
| YTD | +15.5% | -13.8% | +29.3% | +18.6% |
| 1Y | +16.2% | -21.6% | +37.8% | +22.3% |
| 3Y | +76.9% | -35.8% | +112.8% | +93.9% |
| 5Y | +29.3% | -33.3% | +62.6% | +38.5% |
| 10Y | +298.3% | -39.4% | +337.7% | +318.1% |
| All | +5,602.3% | +355.6% | +5,246.7% | +3,047.2% |
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