+16.9%
NSC vs CRL
+101.9%
-85.0%
-12.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.9% | +1.7% | +0.8% |
| 7D | -3.5% | +5.0% | -8.6% | -3.5% |
| 30D | +3.9% | +13.5% | -9.6% | +3.7% |
| 3M | -0.8% | +21.5% | -22.3% | -1.1% |
| 6M | +7.1% | +103.4% | -96.3% | +7.7% |
| YTD | +16.4% | +71.8% | -55.4% | +16.9% |
| 1Y | +16.9% | +97.5% | -80.6% | +12.4% |
| All | +16.9% | +101.9% | -85.0% | +12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling