+6,646.7%
CB vs NOC
+6,710.3%
-63.6%
-64.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.5% | +0.6% | -1.1% |
| 7D | +0.5% | -5.2% | +5.7% | +2.2% |
| 30D | -3.1% | -7.2% | +4.1% | -0.8% |
| 3M | +9.0% | -5.1% | +14.1% | +10.5% |
| 6M | +2.9% | -31.1% | +33.9% | +15.4% |
| YTD | +10.1% | -8.6% | +18.7% | +12.1% |
| 1Y | +22.8% | -9.7% | +32.5% | +25.3% |
| 3Y | +73.8% | +24.3% | +49.5% | +56.4% |
| 5Y | +99.2% | +52.6% | +46.5% | +63.9% |
| 10Y | +218.2% | +183.6% | +34.6% | +111.4% |
| All | +6,646.7% | +6,710.3% | -63.6% | +1,947.6% |
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