+287.5%
CAH vs NOC
+192.5%
+95.0%
-46.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | 0.0% | -0.6% | -0.6% |
| 7D | -5.1% | +0.8% | -5.9% | -5.3% |
| 30D | +0.2% | -9.7% | +9.9% | +3.2% |
| 3M | +6.3% | -5.6% | +11.9% | +7.9% |
| 6M | +9.4% | -28.6% | +38.0% | +20.7% |
| YTD | +15.0% | -7.9% | +22.8% | +16.8% |
| 1Y | +55.4% | -9.5% | +65.0% | +58.5% |
| 3Y | +173.8% | +28.4% | +145.5% | +143.1% |
| 5Y | +395.2% | +59.0% | +336.2% | +292.5% |
| All | +287.5% | +192.5% | +95.0% | +132.0% |
Cumulative growth
Daily Returns
Daily percentage return beside NOC.
Daily Out/Under-Performance
Portfolio return minus NOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NOC 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 NOC 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