+101.0%
CB vs NOC
+53.6%
+47.4%
-19.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.4% |
| 7D | +0.5% | -5.2% | +5.7% | +1.6% |
| 30D | -3.1% | -7.2% | +4.1% | -1.6% |
| 3M | +9.0% | -5.1% | +14.1% | +10.0% |
| 6M | +2.9% | -31.1% | +33.9% | +10.8% |
| YTD | +10.1% | -8.6% | +18.7% | +11.1% |
| 1Y | +22.8% | -9.7% | +32.5% | +24.2% |
| 3Y | +73.8% | +24.3% | +49.5% | +60.9% |
| All | +101.0% | +53.6% | +47.4% | +69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling