+77.8%
NSC vs CRL
+99.6%
-21.7%
-25.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | +1.6% | +8.9% | -7.2% | +0.4% |
| 30D | +4.2% | +14.0% | -9.8% | +1.9% |
| 3M | -0.2% | +19.8% | -20.1% | -3.3% |
| 6M | +7.6% | +102.0% | -94.5% | -4.0% |
| YTD | +17.4% | +70.8% | -53.5% | +7.0% |
| 1Y | +18.3% | +98.7% | -80.4% | +4.5% |
| All | +77.8% | +99.6% | -21.7% | +42.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling