+180.2%
CAH vs NOC
+28.0%
+152.1%
-20.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.6% | +0.4% | -0.1% |
| 7D | -2.2% | -1.6% | -0.7% | -2.0% |
| 30D | +1.2% | -10.4% | +11.6% | +2.8% |
| 3M | +13.1% | -5.6% | +18.7% | +14.0% |
| 6M | +8.5% | -30.4% | +38.9% | +13.6% |
| YTD | +17.6% | -8.5% | +26.1% | +19.4% |
| 1Y | +60.7% | -8.3% | +69.0% | +62.9% |
| All | +180.2% | +28.0% | +152.1% | +176.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling