+335.7%
NSC vs CRS
+1,345.8%
-1,010.0%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | 0.0% | -1.4% | -1.4% |
| 7D | -2.0% | -0.5% | -1.5% | -1.9% |
| 30D | -3.2% | -18.1% | +14.9% | +1.6% |
| 3M | +3.9% | -12.4% | +16.4% | +6.7% |
| 6M | +7.8% | +15.9% | -8.1% | +2.1% |
| YTD | +13.4% | +45.8% | -32.4% | +0.5% |
| 1Y | +20.3% | +87.8% | -67.4% | -1.8% |
| 3Y | +76.1% | +648.7% | -572.6% | -7.4% |
| 5Y | +45.0% | +1,416.6% | -1,371.6% | -41.9% |
| 10Y | +335.7% | +1,412.7% | -1,077.0% | +48.2% |
| All | +335.7% | +1,345.8% | -1,010.0% | +48.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 CRS 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