+302.5%
NSC vs CRL
+400.8%
-98.3%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.7% | -2.8% | +0.6% |
| 7D | -5.4% | +4.4% | -9.7% | -6.7% |
| 30D | +2.9% | +17.1% | -14.1% | -2.1% |
| 3M | -2.2% | +32.1% | -34.2% | -10.3% |
| 6M | +5.3% | +98.9% | -93.7% | -15.0% |
| YTD | +14.8% | +77.1% | -62.4% | -5.7% |
| 1Y | +16.6% | +110.3% | -93.7% | -9.4% |
| 3Y | +78.6% | +108.5% | -29.9% | +30.0% |
| 5Y | +27.2% | -7.9% | +35.0% | +21.9% |
| 10Y | +302.5% | +368.9% | -66.4% | +92.2% |
| All | +302.5% | +400.8% | -98.3% | +92.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 10y: compounded portfolio wealth divided by compounded CRL 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…
10y analysis · Full analysis span regression · 6 months rolling