+3,586.2%
NSC vs CRL
+1,630.9%
+1,955.3%
-62.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +7.8% | -10.7% | -4.9% |
| 7D | -6.6% | -6.1% | -0.5% | -5.4% |
| 30D | +2.2% | +12.4% | -10.2% | -1.6% |
| 3M | -6.2% | +27.1% | -33.3% | -12.8% |
| 6M | +1.7% | +85.7% | -84.0% | -15.5% |
| YTD | +12.2% | +69.2% | -57.0% | -5.8% |
| 1Y | +15.4% | +97.5% | -82.1% | -7.4% |
| 3Y | +73.3% | +86.1% | -12.8% | +33.9% |
| 5Y | +24.7% | -10.0% | +34.7% | +15.0% |
| 10Y | +324.5% | +395.0% | -70.5% | +134.1% |
| All | +3,586.2% | +1,630.9% | +1,955.3% | +1,475.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling