+243.0%
CB vs NOC
+158.6%
+84.4%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.7% | -3.1% | -1.4% |
| 7D | -1.5% | -2.9% | +1.4% | -0.6% |
| 30D | +6.5% | +12.1% | -5.6% | +2.1% |
| 3M | +4.1% | -5.3% | +9.3% | +5.7% |
| 6M | +14.4% | -1.0% | +15.4% | +14.1% |
| YTD | +17.5% | -4.3% | +21.8% | +17.3% |
| 1Y | +27.5% | -3.6% | +31.2% | +26.8% |
| 3Y | +71.6% | +22.9% | +48.7% | +52.0% |
| 5Y | +100.6% | +60.4% | +40.2% | +52.1% |
| 10Y | +243.0% | +161.3% | +81.7% | +119.8% |
| All | +243.0% | +158.6% | +84.4% | +119.8% |
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 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