+14,817.8%
CAH vs NOC
+16,574.1%
-1,756.3%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +0.7% | -3.4% | -2.9% |
| 7D | +0.5% | -2.7% | +3.2% | +1.2% |
| 30D | +1.7% | -8.9% | +10.6% | +4.2% |
| 3M | +17.9% | -3.7% | +21.5% | +18.8% |
| 6M | +10.9% | -30.8% | +41.7% | +21.9% |
| YTD | +17.9% | -7.9% | +25.8% | +19.6% |
| 1Y | +61.7% | -9.4% | +71.1% | +64.5% |
| 3Y | +183.7% | +29.0% | +154.8% | +158.1% |
| 5Y | +401.3% | +56.1% | +345.3% | +326.0% |
| 10Y | +293.7% | +186.3% | +107.4% | +180.2% |
| All | +14,817.8% | +16,574.1% | -1,756.3% | +5,286.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling