+329.1%
NSC vs CRL
+255.5%
+73.6%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.0% |
| 7D | -5.5% | -1.0% | -4.5% | -5.3% |
| 30D | -3.2% | +10.7% | -13.9% | -6.0% |
| 3M | +7.7% | +55.3% | -47.6% | -5.5% |
| 6M | +4.5% | +60.7% | -56.1% | -10.6% |
| YTD | +15.6% | +44.6% | -29.1% | +1.3% |
| 1Y | +19.8% | +77.7% | -57.9% | -2.4% |
| 3Y | +70.1% | +37.6% | +32.5% | +42.6% |
| 5Y | +46.1% | -35.8% | +81.9% | +59.0% |
| All | +329.1% | +255.5% | +73.6% | +116.6% |
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