+298.3%
NSC vs CRS
+849.0%
-550.7%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -2.6% | +3.3% | +1.3% |
| 7D | -3.4% | +0.2% | -3.6% | -3.6% |
| 30D | +3.6% | -22.9% | +26.5% | +9.3% |
| 3M | -1.4% | -46.8% | +45.4% | +14.0% |
| 6M | +6.0% | -30.4% | +36.4% | +13.3% |
| YTD | +15.5% | -5.4% | +20.9% | +12.5% |
| 1Y | +16.2% | -9.0% | +25.2% | +14.1% |
| 3Y | +76.9% | +352.2% | -275.2% | +3.8% |
| 5Y | +29.3% | +852.2% | -822.9% | -43.2% |
| 10Y | +298.3% | +862.6% | -564.3% | +48.7% |
| All | +298.3% | +849.0% | -550.7% | +48.7% |
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